Bootstrapping mean squared errors of robust small-area estimators : application to the method-of-payments data / by Valéry D. Jiongo and Pierre Nguimkeu. : FB3-5/2018-28E-PDF
"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.
Lien permanent pour cette publication :
publications.gc.ca/pub?id=9.858368&sl=1
| Ministère/Organisme | Bank of Canada. |
|---|---|
| Titre | Bootstrapping mean squared errors of robust small-area estimators : application to the method-of-payments data / by Valéry D. Jiongo and Pierre Nguimkeu. |
| Titre de la série | Bank of Canada staff working paper, 1701-9397 ; 2018-28 |
| Type de publication | Série - Voir l'enregistrement principal |
| Langue | [Anglais] |
| Format | Électronique |
| Document électronique | |
| Note(s) | "June 2018." Includes bibliographical references (p. 25-27). Includes abstract in French. |
| Information sur la publication | [Ottawa] : Bank of Canada, 2018. |
| Auteur / Contributeur | Jiongo, Valéry D. Nguimkeu, Pierre. |
| Description | 50 p. : charts (some col.) |
| Numéro de catalogue |
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| Descripteurs | Cash transactions Econometric models |
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