Territorial demographic processes

The relative impact of natural increase and in-migration on the growth of the urban population in Poland from 1981 to 1989 is assessed. The analysis is performed separately by voivodship. Changes in the age distribution of the urban population are also analyzed.     

Anticipated demographic development in Poland in the light of the new demographic projections

The authors present the results of revised population projections for Poland for 1985 based on the final results of the 1978 population census. Assumptions made in previous projections are critically reviewed, as are the population estimates on which those projections were based     

Time-series forecasting

As we go through life, everyone makes forecasts all the time, often without realising it. Sadly these forecasts are often (very) inaccurate. Chris Chatfield looks at the chequered history of forecasting and asks how we might do it better using time-series data, and what statistical techniques and models might help us.     

The aims of population statistics and demographic research

A detailed program for the improvement of population statistics and for the development of demographic research is presented, with particular reference to the USSR. Topics covered include global and regional population projections, special surveys on demographic behavior, and the need for improvements in migration data.     

The efficient integration of abundance and demographic data

Summary. A drawback of a new method for integrating abundance and mark–recapture–recovery data is the need to combine likelihoods describing the different data sets. Often these likelihoods will be formed by using specialist computer programs, which is an obstacle to the joint analysis. This difficulty is easily circumvented by the use of a multivariate normal approximation. We show that it is only necessary to make the approximation for the parameters of interest in the joint analysis. The approximation is evaluated on data sets for two bird species and is shown to be efficient and accurate.     

World demographic processes and their determining factors

This is a general review of the International Conference on Population, which was held in Mexico in August 1984. The focus is on the Soviet viewpoints toward the various issues discussed at the conference.     

Disaggregation problems in demographic projecting

Methodological aspects of population projections using disaggregation by age, sex, and place of residence are examined. The concepts discussed are illustrated using Polish data for the period 1976-1985.     

Uncertain population forecasting

"Errors in population forecasts arise from errors in the jump-off population and errors in the predictions of future vital rates. The propagation of these errors through the linear (Leslie) growth model is studied, and prediction intervals for future population are developed. For U.S. national forecasts, the prediction intervals are compared with the U.S. Census Bureau's high-low intervals." In order to assess the accuracy of the predictions of vital rates, the authors "derive the predictions from a parametric statistical model and estimate the extent of model misspecification and errors in parameter estimates. Subjective, expert opinion, so important in real forecasting, is incorporated with the technique of mixed estimation. A robust regression model is used to assess the effects of model misspecification."     

Semiparametric distribution forecasting

Given m time series regression models, linear or not, with additive noise components, it is shown how to estimate semiparametrically the predictive probability distribution of one of the time series conditional on past random covariate data. This is done by assuming that the distributions of the residual components associated with the regression models are tilted versions of a reference distribution.     

Statistical graduation in local demographic analysis and projection

"This paper considers parametric graduation for mortality, fertility and migration with particular reference to the development of parameterized local and regional demographic projections. Parametric graduations facilitate comparisons of demographic schedules across many areas and across time points--a feature which can be used to advantage in making forecasts of the three demographic components and thus in setting the assumptions for projections. Particular methodological issues raised are the questions of parsimony in fit and...of overdispersion in relation to binomial or Poisson assumptions. The analysis is illustrated with cross-sectional material for the 32 London boroughs and with time series at the level of Greater London."     

Modeling and forecasting persistent financial durations

This article introduces the Markov-Switching Multifractal Duration (MSMD) model by adapting the MSM stochastic volatility model of Calvet and Fisher (2004) to the duration setting. Although the MSMD process is exponential β-mixing as we show in the article, it is capable of generating highly persistent autocorrelation. We study, analytically and by simulation, how this feature of durations generated by the MSMD process propagates to counts and realized volatility. We employ a quasi-maximum likelihood estimator of the MSMD parameters based on the Whittle approximation and establish its strong consistency and asymptotic normality for general MSMD specifications. We show that the Whittle estimation is a computationally simple and fast alternative to maximum likelihood. Finally, we compare the performance of the MSMD model with competing short- and long-memory duration models in an out-of-sample forecasting exercise based on price durations of three major foreign exchange futures contracts. The results of the comparison show that the MSMD and the Long Memory Stochastic Duration model perform similarly and are superior to the short-memory Autoregressive Conditional Duration models.     

Revisions in official data and forecasting

This paper deals with the topic of revisions in macroeconomic Italian data with the aim of investigating whether consecutive vintages published by the National Statistical Institute contain useful information for economic analysis and forecasting. The rationality of the revisions process is tested considering the complete history of data and an application to show the usefulness of revisions for improving the precision of forecasts is proposed. The results on Italian GDP show that embedding the revision process in a dynamic factor model helps to reduce the forecast error in the short term.     

Some aspects of probability forecasting

The problems of assessing, comparing and combining probability forecasts for a binary events sequence are considered. A Gaussian threshold model (analytically of closed form) is introduced which allows generation of different probability forecast sequences valid for the same events. Chi - squared type test statistics, and also a marginal-conditional method are proposed for the assessment problem, and an asymptotic normality result is given. A graphical method is developed for the comparison problem, based upon decomposing arbitrary proper scoring rules into certain elementary scoring functions. The special role of the logarithmic scoring rule is examined in the context of Neyman - Pearson theory.     

Long-term demographic interactions in precensus England

"Modern time series methods are applied to the analysis of annual demographic data for England, 1541-1800. Evidence is found of non-stationarity in the series and of co-integration among the series. Building on economic models of historical demography, optimal inferential procedures are implemented to estimate the structural parameters of long-term equilibria among the variables. Evidence is found for a small, but significant, Malthusian 'preventive check' as well as interactions between fertility, mortality and nuptiality that are consistent with the predictions often made in demographic studies. Tentative experiments to detect the influence of environmental factors fail to reveal any significant impact on the estimates obtained."     

The demographic situation in European countries

Demographic trends in European countries are summarized for the period 1960 to 1980 using data taken primarily from published sources, including those of the Council of Europe and the United Nations. Information is included on age composition, natural increase, births, infant mortality, marriages and divorces, and population projections to the year 2000. The data are presented separately for Socialist and capitalist countries.     

The demographic situation in rural areas

Demographic trends in rural areas of the former Soviet Union are analyzed over the 10-year period 1979-1989, using census data. Over the whole country, the rural population decreased by 1 percent, while the urban population increased by 15 percent, although significant differences existed between the European and Central Asian republics. Factors affecting the dynamics of rural populations are analyzed, including the undeveloped social and economic infrastructure in rural areas.     

Translocation directions and demographic structure of migration from rural areas

Differences in rural-urban migration patterns and characteristics among the major cities of Poland are analyzed and compared. The focus is on how differences in the age distribution of the migrant population affect the population dynamics of the cities concerned.