Zur Beurteilung des sozialen und wirtschaftlichen Lebensstandards in der Europäischen Union (EU) strebt die amtliche Statistik an, Einkommen und Konsumausgaben privater Haushalte gemeinsam zu betrachten. Hierfür existiert derzeit keine einheitliche Datengrundlage. Die Einkommensangaben sind...

Zur Beurteilung des sozialen und wirtschaftlichen Lebensstandards in der Europäischen Union (EU) strebt die amtliche Statistik an, Einkommen und Konsumausgaben privater Haushalte gemeinsam zu betrachten. Hierfür existiert derzeit keine einheitliche Datengrundlage. Die Einkommensangaben sind...

When faced with missing data in a statistical survey or administrative sources, imputation is frequently used in order to fill the gaps and reduce the major part of bias that can affect aggregated estimates as a consequence of these gaps. This paper presents research on the efficiency of...

There is an increasingly stronger demand for more frequent and accurate poverty estimates, despite the oftentimes unavailable household consumption data. This paper offers a review of alternative imputation methods that have been employed to provide poverty estimates in such contexts. These...

There is an increasingly stronger demand for more frequent and accurate poverty estimates, despite the oftentimes unavailable household consumption data. We review imputation methods that have been employed to provide poverty estimates in such data-scarce contexts. These range from estimates on...

We argue that existing methods for the treatment of missing observations in observation-driven models lead to inconsistent inference. We provide a formal proof of this inconsistency for a Gaussian model with time-varying mean. A Monte Carlo simulation study supports this theoretical result and...

"This groundbreaking book will be the first to address the alternative data topic in the world of investing and risk management. It will illustrate, also by practical examples and code: How to navigate the thick jungle of generated data as of today, which techniques are the most suitable for...

Intro -- Table of Contents -- Preface -- Acknowledgments -- PART 1: Introduction and Theory -- CHAPTER 1: Alternative Data: The Lay of the Land -- 1.1 INTRODUCTION -- 1.2 WHAT IS "ALTERNATIVE DATA"? -- 1.3 SEGMENTATION OF ALTERNATIVE DATA -- 1.4 THE MANY VS OF BIG DATA -- 1.5 WHY ALTERNATIVE...

Varian (1988) introduced an important proposition regarding restrictions on consumption data if observations of the quantities of a good are missing. In this paper, a simple counterexample is presented to show that the original proof is incorrect, and a new proof is provided. The new proof is...

This paper shows that the LM statistic for testing first order serial correlation in regression models can be computed using the Kalman Filter. It is shown tha.t when there are missing observations, the LM statistic for this tesi is equivalent to the tesi statistic derived by Robinson (1985)...

There is an increasingly stronger demand for more frequent and accurate poverty estimates, despite the oftentimes unavailable household consumption data. This paper offers a review of alternative imputation methods that have been employed to provide poverty estimates in such contexts. These...

The use of process-produced data plays a large and growing role in empirical labor market research. To address data problems, previous research have developed deductive correction rules that make use of within-person information. We test data reliability and the effectiveness of different...

We consider the estimation of measures of persistent poverty in panel surveys with missing data, focusing on the persistent poverty headcount, its duration-adjusted variant, and a related measure used by the European Union as an indicator of the risk of persistent poverty. We develop a partial...

For the evaluation of policy reforms numerous governments use, among other sources,administrative social security data. Although this data is large and contains detailed in-formation about policy measures, it inherits several limitations due to the administrativeprocess of generating data. This...

This dissertation is a collection of three stand-alone research papers. Thereby, the class of local polynomial matching estimators is the central object of investigation. The first essay concentrates on applying local polynomial matching methods in order to account for missing data when...