Avoid Filling Swiss Cheese with Whipped Cream: Imputation Techniques and Evaluation Procedures for Cross-Country Time Series
  • 1 https://isni.org/isni/0000000404811396, International Monetary Fund
International organizations collect data from national authorities to create multivariate cross-sectional time series for their analyses. As data from countries with not yet well-established statistical systems may be incomplete, the bridging of data gaps is a crucial challenge. This paper investigates data structures and missing data patterns in the cross-sectional time series framework, reviews missing value imputation techniques used for micro data in official statistics, and discusses their applicability to cross-sectional time series. It presents statistical methods and quality indicators that enable the (comparative) evaluation of imputation processes and completed datasets.
IMF Working Papers

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