More on stochastic index numbers

References

• Balk , BM . 1980 . A method for constructing price indices for seasonal commodities . Journal of the Royal Statistical Society, Series A , 142 : 68 – 75 .
   Google Scholar
• Balk , BM . 1995 . Axiomatic price index theory: a survey . International Statistical Review , 63 : 68 – 93 .
   Google Scholar
• Bates , JM and Granger , CWJ . 1969 . The combination of forecasts . Operational Research Quarterly , 20 : 451 – 68 .
   Google Scholar
• Clements , KW and Izan , HY . 1981 . A note on estimating divisia index numbers . International Economic Review , 22 : 745 – 47 . (1982) Corrigendum, 23, 499
   Web of Science ®Google Scholar
• Clements , KW and Izan , HY . 1987 . The measurement of inflation: a stochastic approach . Journal of Business and Economic Statistics , 5 : 339 – 50 .
   Web of Science ®Google Scholar
• Clements , KW and Selvanathan , EA . 2005 . More on stochastic index numbers. Unpublished Manuscript , The University of Western Australia .
   Google Scholar
• Crompton , P . 2000 . Extending the stochastic approach to index numbers . Applied Economics Letters , 7 : 367 – 71 .
   Web of Science ®Google Scholar
• Diewert , WE . 1981 . “ The economic theory of index numbers ” . In Essays in the Theory and Measurement of Consumer Behaviour (in Honour of Richard Stone) , Edited by: Deaton , A . 163 – 208 . New York : Cambridge University Press .
   Google Scholar
• Diewert , WE . 1995 . On the stochastic approach to index numbers. Discussion Paper No. 95–31 , Columbia : Department of Economics, University of British .
   Google Scholar
• Fisher , I . 1927 . The Making of Index Numbers , 3rd , Boston : Houghton Muffin .
   Google Scholar
• Giles , D and McCann , E . 1994 . Price indices: systems estimation and tests . Journal of Quantitative Economics , 10 : 219 – 35 .
   Google Scholar
• Granger , CWJ and Newbold , P . 1977 . Forecasting Economic Time Series , New York : Academic Press .
   Google Scholar
• Miller , S . 1984 . Purchasing power parity and relative price variability: evidence from the 1970s . European Economic Review , 26 : 353 – 67 .
   Web of Science ®Google Scholar
• Ogwang , T . 1995 . The stochastic approach to price index numbers: an expository note . Economics Letters , 49 : 373 – 9 .
   Google Scholar
• Ong , LL , Clements , KW and Izan , HY . 1999 . The world real interest rate: stochastic index number perspectives . Journal of International Money and Finance , 18 : 225 – 49 .
   Web of Science ®Google Scholar
• Prasada Rao , DS and Selvanathan , EA . 1992a . Uniformly minimum variance unbiased estimators of Theil-Tornqvist index numbers . Economics Letters , 39 : 123 – 7 .
   Google Scholar
• Prasada Rao , DS and Selvanathan , EA . 1992b . Computations of standard errors for Geary-Khamis parities and international prices . Journal of Business and Economics Statistics , 10 : 109 – 15 .
   Google Scholar
• Selvanathan , EA . 1989 . A note on the stochastic approach to index numbers . Journal of Business and Economic Statistics , 7 : 471 – 4 .
   Web of Science ®Google Scholar
• Selvanathan , EA . 1991 . Standard errors for laspeyres’ and Paasche index numbers . Economics Letters , 35 : 35 – 8 .
   Web of Science ®Google Scholar
• Selvanathan , EA . 1993 . More on laspeyres’ price index . Economics Letters , 43 : 157 – 62 .
   Web of Science ®Google Scholar
• Selvanathan , EA and Prasada Rao , DS . 1992 . An econometric approach to the construction of generalised Theil-Törnqvist indices for multilateral comparisons . Journal of Econometrics , 54 : 335 – 46 .
   Web of Science ®Google Scholar
• Selvanathan , EA and Prasada Rao , DS . 1994 . Index Numbers: A Stochastic Approach , London : Macmillan .
   Google Scholar
• Selvanathan , EA and Prasada Rao , DS . 1999 . The stochastic approach to index numbers revisited , Unpublished Paper, Griffith University and University of New England .
   Google Scholar
• Selvanathan , EA and Selvanathan , S . 2003 . International Consumption Comparisons: OECD versus LDC , New Jersey : World Scientific .
   Google Scholar
• Selvanathan , EA and Selvanathan , S . 2006 . Measurement of inflation: an alternative approach . Journal of Applied Economics , IX : 403 – 18 .
   Google Scholar
• Selvanathan , EA , Prasada Rao , DS and Doran , HE . 1997 . Estimation of general and commodity-specific rates of inflation using linear time-varying constraints . Journal of Agricultural and Applied Economics , 34 : 67 – 74 .
   Google Scholar
• Theil , H and Fiebig , D . 1980 . The precision gain from additional predictors . Economics Letters , 5 : 59 – 61 .
   Google Scholar