We propose an observation-driven dynamic common factor model for missing value imputation in high-dimensional panel data. The model exploits both serial and cross-sectional information in the data and can easily cope with time-variation in conditional means and variances, as well as with either...

Sample R is a refreshment sample of the SOEP-Core. We apply a stratified two-stage sampling design to draw a sample of anchor persons from the population register. We oversample former lignite mining regions (brown coal) all over Germany as well as the younger part of the general population aged...

This paper provides details on the sampling design, the fieldwork, as well as nonresponse and population adjustments for the 2022 sample M8b. The survey is conducted in cooperation between the Institute for Employment Research (IAB) and the Socio-Economic Panel (SOEP). Sample M8b contributes to...

Association rules can offer a human-interpretable insight extracted from data. The lift measures used for evaluating association rules in classical Association Rule Mining (ARM) contexts are mainly based on traditional and well-known ones but suffer from interpretation inadequacy when dealing...

This paper studies linear time‐series regressions with many regressors. Weak exogeneity is the most used identifying assumption in time series. Weak exogeneity requires the structural error to have zero conditional expectation given present and past regressor values, allowing errors to...

The purpose of this publication is to provide the compilers of European statistics on international trade in goods (ITGS) with clarifications on how to apply the EU legal provisions. With the help of concrete examples, clear text, definitions and systematic legislative references, the Manual is...

This compilers' manual is meant to serve as a practical reference document for all National Statistical Authorities involved in the compilation of EU statistics on trade in goods by enterprise characteristics (TEC). As such, it provides the necessary definitions and practical instructions...

This document summarizes the global process of designing geotechnical structures, as given in the 2nd Generation EN 1997, and highlights the step where the designer must determine representative values for limit state verifications based on ground investigation data. This guideline explains the...