Standard errors as weights in multilateral price indexes
Article Abstract:
A model that aids in deciding how much weight is given to each bilateral comparison in the overall multilateral comparison is presented. It accounts for the missing observations in data by using standard errors on bilateral price indexes derived using weighted least squares.
Publication Name: Journal of Business & Economic Statistics
Subject: Mathematics
ISSN: 0735-0015
Year: 2006
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Improved errors-in-variables estimators for grouped data
Article Abstract:
Estimation theory and mathematical analysis are used to examine grouping of models for samples by examining instrumental variables.
Publication Name: Journal of Business & Economic Statistics
Subject: Mathematics
ISSN: 0735-0015
Year: 2007
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Analytical bias reduction for small samples in U.S. consumer price index
Article Abstract:
Stochastic analysis is used to examine various methodologies adopted in computaion of consumer price index in the United States.
Publication Name: Journal of Business & Economic Statistics
Subject: Mathematics
ISSN: 0735-0015
Year: 2007
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