Extending the stochastic approach to index numbers

Applied Economics Letters

Volumn 7, Issue 6, 2000, Pages 367-371

  Crompton, Paul ^a  

^a UNIVERSITY OF WESTERN AUSTRALIA   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0037787261     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/135048500351294     Document Type: Article

References (7)

1. Clements, K. W. and Izan, H. Y. (1987) The measurement of inflation: a stochastic approach, Journal of Business and Economic Statistics, 5, 339-50.
2. Crompton, P. L. (1996) A reconsideration of the new stochastic approach to index numbers. Discussion Paper No. 96-24, Department of Economics, University of Western Australia.
3. Davidson, R. and MacKinnon, J. G. (1993) Estimation and Inference in Econometrics, Oxford University Press, New York.
4. Diewert, W. E. (1995) On the stochastic approach to index numbers. Discussion Paper No. 95-31, Department of Economics, University of British Columbia.
5. Selvanathan, E. A. (1989) A note on the stochastic approach to index numbers, Journal of Business and Economic Statistics, 7, 471-4.
6. Selvanathan, E. A. (1991) Standard errors for Laspeyres and Paasche index numbers, Economic Letters, 35, 35-38.
7. White, H. (1980) A heteroscedasticity-consistent covariance matrix estimator and a direct test for heteroscedasticity, Econometrica, 48, 817-38.