This thesis focuses on some important methodological issues in applied statistics. More precisely, the adequacy of data for empirical research is discussed. In particular, three stages of the process of producing and using official statistics are investigated and their degree of uncertainty is quantified. The stages are data processing, validation and analysis. At each of these three stages one of the following research questions is answered. First, the producer view is taken by asking "how should price indices be calculated from micro data in official statistics?" Second, the views of both users and producers are considered by posing the question "how reliable are timely published official statistics partially based on estimates?" Last, the problem "how should one estimate econometric models with micro data from official statistics?" is treated from the user perspective. In answering these questions the following significant contributions to the literature are made in each of the three main chapters.