000 02147nam  2200313za 4500
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008180629s2018    oncd    ob   f000 0 eng d
040 |aCaOODSP|beng
041 |aeng|bfre
043 |an-cn---
0861 |aFB3-5/2018-28E-PDF
1001 |aJiongo, Valéry D.
24510|aBootstrapping mean squared errors of robust small-area estimators |h[electronic resource] : |bapplication to the method-of-payments data / |cby Valéry D. Jiongo and Pierre Nguimkeu.
260 |a[Ottawa] : |bBank of Canada, |c2018.
300 |a50 p. : |bcharts (some col.)
4901 |aBank of Canada staff working paper, |x1701-9397 ; |v2018-28
500 |a"June 2018."
504 |aIncludes bibliographical references (p. 25-27).
5203 |a"This paper proposes a new bootstrap procedure for mean squared errors of robust small-area estimators. We formally prove the asymptotic validity of the proposed bootstrap method and examine its finite sample performance through Monte Carlo simulations. The results show that our procedure performs well and outperforms existing ones. We also apply our procedure to the estimation of the total volume and value of cash, debit card and credit card transactions in Canada as well as in its provinces and subgroups of households. In particular, we find that there is a significant average annual decline rate of 3.1 percent in the volume of cash transactions, and that this decline is relatively higher among high-income households living in heavily populated provinces. Our bootstrap estimator also provides indicators of quality useful in selecting the best small-area predictors from among several alternatives in practice"--Abstract, p. ii.
546 |aIncludes abstract in French.
693 4|aCash transactions
693 4|aEconometric models
7001 |aNguimkeu, Pierre.
7102 |aBank of Canada.
830#0|aStaff working paper (Bank of Canada)|x1701-9397 ; |v2018-28.|w(CaOODSP)9.806221
85640|qPDF|s977 KB|uhttps://publications.gc.ca/collections/collection_2018/banque-bank-canada/FB3-5-2018-28-eng.pdf