Avoid Filling Swiss Cheese with Whipped Cream: Imputation Techniques and Evaluation Procedures for Cross-Country Time Series; by Michaela Denk, Michael Weber; IMF Working Paper 11/151; June 1, 2011
نویسندگان
چکیده
International organizations collect data from national authorities to create multivariate cross-sectional time series for their analyses. As data from countries with not yet wellestablished 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 crosssectional 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. JEL Classification Numbers: C13, C52, C59, C80
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