In this paper, we develop a novel high-dimensional time-varying coefficient estimation method, based on high-dimensional Ito diffusion processes. To account for high-dimensional time-varying coefficients, we first estimate local (or instantaneous) coefficients using a time-localized Dantzig...

This article presents a computationally efficient approach to sample from Gaussian state space models. The method is an instance of precision-based sampling methods that operate on the inverse variance-covariance matrix of the states (also known as precision). The novelty is to handle cases...

In real-world surveys, non-response and measurement errors are common, therefore studying them together seems rational. Some population mean estimators are modified and studied in the presence of non-response and measurement errors. Bias and mean squared error expressions are derived under...

Survey statisticians have been dealing with the issues of nonresponse in sample surveys for many years. Due to the complex nature of the mechanism, so far it has not been easy to find a general solution to this problem. In this paper, several aspects of this topic will be elaborated on: the...

We assess the reliability of measured farm sizes (ownership holdings) in the Living Standard Measurement Study – Integrated Surveys on Agriculture (LSMS-ISA) in Ethiopia and Malawi based on three survey rounds (2012, 2014, 2016) in Ethiopia and four rounds (2010, 2013, 2016, 2019) in Malawi....

A rise in the aggregate markup can be decomposed into an effect coming from changes in firm-level markups and an effect coming from reallocation of economic activity toward high-markup firms. I show that such a decomposition is heavily influenced by measurement error of firm-level markups. When...