Estimation of exact linear time-varying constraints, with an application to population projections

Article Abstract:

The Kalman filter is a useful tool in population size interpolations that are governed by time-varying linear constraints. The technique, which was employed to track annual national population and net arrivals totals in eight Australian states, performed well with projections for populations but poorly in estimating net arrivals. The advantage of the technique is that results can be verified through the model, but it suffers in the use of subjective estimates for some parameters.

Legislative Bodies, Population, Population research, Population forecasting

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Consumption smoothing and excess female mortality in rural India

Article Abstract:

The relationship between consumption smoothing and excess female mortality was investigated by asking whether favorable rainfall shocks in childhood increase the survival probabilities of girls to a greater extent than they increase boys' survival probabilities for a sample of rural Indian children. Results indicated that favorable rainfall shocks increase the ratio of the probability that a girl survives to the probability that a boy survives.

Social aspects, Research, Mortality, Patient outcomes, Women, Children, Consumption (Economics), Households, Sex differences (Biology)

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Constraining Kalman filter and smoothing estimates to satisfy time-varying restrictions

Article Abstract:

Incorporation of the unobservable state vector into the Kalman filter method as used in a linear dynamic model can increase estimation efficiency. Such an augmentation results in an estimated state vector that is subject to known time-varying restrictions. Such constraining and smoothing techniques are applicable to the linear, non-linear, time-varying, and time-invariant case.

Methods, Vector spaces, Vectors (Mathematics), Smoothing (Statistics)

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