Avoid Filling Swiss Cheese with Whipped Cream: Imputation Techniques and Evaluation Procedures for Cross-Country Time Series

International organizations collect data from national authorities to create multivariate cross-sectional time series for their analyses. As data from countries with not yet well-established statistical systems may be incomplete, the bridging of data gaps is a crucial challenge. This paper investiga...

Full description

Saved in:
Bibliographic Details
Main Author: Weber, Michael (Author)
Format: Electronic eBook
Language:English
Published: Washington, D.C International Monetary Fund 2011
Series:IMF Working Papers Working Paper No. 11/151
Online Access:UBW01
UEI01
LCO01
SBR01
UER01
SBG01
UBG01
FAN01
UBT01
FKE01
UBY01
UBA01
FLA01
UBM01
UPA01
UBR01
FHA01
FNU01
BSB01
TUM01
Volltext
Summary:International organizations collect data from national authorities to create multivariate cross-sectional time series for their analyses. As data from countries with not yet well-established statistical systems may be incomplete, the bridging of data gaps is a crucial challenge. This paper investigates data structures and missing data patterns in the cross-sectional time series framework, reviews missing value imputation techniques used for micro data in official statistics, and discusses their applicability to cross-sectional time series. It presents statistical methods and quality indicators that enable the (comparative) evaluation of imputation processes and completed datasets
Physical Description:1 Online-Ressource (27 p)
ISBN:1455270504
9781455270507

There is no print copy available.

Interlibrary loan Place Request Caution: Not in THWS collection! Get full text