摘要：The time series nature of repeated surveys is seldom taken into account. The few
studies that take this into account usually smooth the period-wise estimates without
using the cross sectional information. This leads to inefficient estimation. I present a
statistical model of repeated surveys and construct a computationally simple estimator
based on the Kalman filter which efficiently uses the whole underlying data set, but
which is computationally very simple as we only need the first and second empirical
moments of the data.
Loading...
