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Bench‐Marking Time Series with Reliable Bench‐Marks

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  • Abdelwahed Trabelsi
  • Steven C. Hillmer

Abstract

This paper investigates the implications for the signal extraction bench‐marking method when the bench‐marks are observed without error and when the variance of the survey errors is relatively small. These assumptions are implicit in some common numerical approaches to bench‐marking. Conditions under which the solutions of several numerical bench‐marking approaches are optimal are derived. It is shown that these numerical methods are particular cases of the signal extraction method. Comparisons between the numerically derived methods and the signal extraction method are made in the light of a particular survey.

Suggested Citation

  • Abdelwahed Trabelsi & Steven C. Hillmer, 1990. "Bench‐Marking Time Series with Reliable Bench‐Marks," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 39(3), pages 367-379, November.
    • Handle: RePEc:bla:jorssc:v:39:y:1990:i:3:p:367-379
    DOI: 10.2307/2347386
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    Cited by:

    1. Ricci L. Reber & Sarah J. Pack, 2014. "Methods of Temporal Disaggregation for Estimating Output of the Insurance Industry," BEA Working Papers 0115, Bureau of Economic Analysis.

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