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Improving quarterly index of turnover by means of a calibration estimator

Author

Listed:
  • Fabio Bacchini

    (Econometric studies and economic forecasting division - Italian National Institute of Statistics)

  • Claudio Ceccarelli

    (Social and environmental statistics department - Italian National Institute of Statistics)

  • Diego Chianella
  • Roberto Iannaccone

    (Short-term statistics directorate - Italian National Institute of Statistics)

Abstract

The sampling design strategies used for estimation of economic indicators in short-term statistics domain are heterogeneous depending on the characteristic the variable to be estimated and timeliness required for the indices. On the occasion of change of the base year for the turnover indices for services sector it has been analysed how to improve in terms of variability the classical Horwitz-Thompson estimator for the estimation of totals using a calibration estimator. With this aim it has been necessary to carry out a simulation experiment to compare the performance of the estimators for different choice of the auxiliary variable used in the calibration estimator. The simulation has been studied to reproduce the characteristic of economic variable and the typical behaviour of short-term indicators

Suggested Citation

  • Fabio Bacchini & Claudio Ceccarelli & Diego Chianella & Roberto Iannaccone, 2014. "Improving quarterly index of turnover by means of a calibration estimator," RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, SIEDS Societa' Italiana di Economia Demografia e Statistica, vol. 68(1), pages 15-22, January-M.
    • Handle: RePEc:ite:iteeco:140102
    as

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    File URL: http://www.sieds.it/listing/RePEc/journl/2014LXVIII_1_RIEDS_15_22_Bacchini_Ceccarelli_Chianella_Iaccone.pdf
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    Citations

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    Cited by:

    1. Diego Chianella & Giuliano Latini & Annalisa Lucarelli & Emilia Matera & Marina Sorrentino, 2018. "Differences in the enterprises strata classification between sampling and calibration sources: the implications for Istat quarterly indicators on job vacancies and hours worked," RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, SIEDS Societa' Italiana di Economia Demografia e Statistica, vol. 72(2), pages 15-25, April-Jun.
    2. Diego Chianella, 2023. "Variance estimation of changes in overlapping samples: an application to the Italian survey on service turnover," RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, SIEDS Societa' Italiana di Economia Demografia e Statistica, vol. 77(1), pages 4-12, January-M.

    More about this item

    Keywords

    sampling design; calibration estimator; Horwitz-Thompson estimator;
    All these keywords.

    JEL classification:

    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
    • C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
    • C18 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Methodolical Issues: General

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