This book evolved from lectures, courses and workshops on missing data and small-area estimation that I presented during my tenure as the ?rst C- pion Fellow (2000-2002). For the Fellowship I proposed these two topics as areas in which the academic statistics could contribute to the development of government statistics, in exchange for access to the operational details and background that would inform the direction and sharpen the focus of a- demic research. After a few years of involvement, I have come to realise that the separation of 'academic' and 'industrial' statistics is not well suited to either party, and their integration is the key to progress in both branches. Most of the work on this monograph was done while I was a visiting l- turer at Massey University, Palmerston North, New Zealand. The hospitality and stimulating academic environment of their Institute of Information S- ence and Technology is gratefully acknowledged. I could not name all those who commented on my lecture notes and on the presentations themselves; apart from them, I want to thank the organisers and silent attendees of all the events, and, with a modicum of reluctance, the 'grey ?gures' who kept inquiring whether I was any nearer the completion of whatever stage I had been foolish enough to attach a date.