A general statistical framework for the analysis of tendency survey data of the IFO type

Carsten Stig Poulsen, Lasse Bork, Jesper Lindgaard Christensen, Jacob Rubæk Holm, Morten Berg Jensen, Jørgen Stamhus

Publikation: Bidrag til bog/antologi/rapport/konference proceedingKonferenceartikel i proceedingForskningpeer review

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First, the latent class (LC) model and its application to the Tendency
Survey are reviewed. Then we go on to the main focus in the paper: the application of the
latent Markov (LM) model to capture the dynamics in the Tendency Survey. The classes of the
static LC model are now seen as states in a dynamic model that allow individual (firms) to change
their state from one time to the next according to a Markov process. Stationary as well as nonstationary
models are admissible. Finally, in the concluding section we point to a more general class
of Markov models - the Mixed Latent Markov (MLM) with time-constant and time-varying covariates
- that offers a framework for Markov modelling that can be utilised in the further analyses of
the Tendency Survey.
TitelSymposium i anvendt statistik
RedaktørerPeter Linde
ForlagDanmarks Statistik
ISBN (Trykt)978-87-501-2171-8
StatusUdgivet - 2015
BegivenhedSymposium i Anvendt Statistik - Danmarks Tekniske Universitet, Danmark
Varighed: 26 jan. 201528 jan. 2015
Konferencens nummer: 37


KonferenceSymposium i Anvendt Statistik
LokationDanmarks Tekniske Universitet

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