Autocorrelation of error estimations in Labour Force Surveys Cover Image

Autokorelacja błędów oszacowań w Badaniu Aktywności Ekonomicznej Ludności
Autocorrelation of error estimations in Labour Force Surveys

Author(s): Kamil Wilak
Subject(s): Economy
Published by: Główny Urząd Statystyczny
Keywords: Labour Force Survey; LFS; labour market; estimation methods; unemployment rate; rotating panel design; autocorrelations of survey errors

Summary/Abstract: Rotating panel used in the Labour Force Survey (LFS) causes correlation possibility of estimations of labor markets errors. Knowledge of autocorrelation is important in the context of the trend estimation of labor market parameters. Dismissal of autocorrelation can result in the trend curve it will be fraught with volatility, characteristic of auto-regression processes. Estimation errors are not observable, thus it is not possible to estimate the autocorrelation coefficients by conventional estimators. This paper describes the adaptation of methods for estimating the errors of autocorrelation coefficients (proposed by Pfeffermanna et al.), The rotational scheme in LFS. Then, this method was used to estimate the autocorrelation coefficients in error estimation of the unemployment rate in the province. Greater Poland for six domains defined by gender and age.

  • Issue Year: 60/2015
  • Issue No: 06
  • Page Range: 31-40
  • Page Count: 10
  • Language: Polish
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