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Original Articles

Extending the stochastic approach to index numbers

Pages 367-371 | Published online: 06 Oct 2010

References

  • Clements , K. W. and Izan , H. Y. 1987 . The measurement of inflation: a stochastic approach . Journal of Business and Economic Statistics , 5 : 339 – 350 .
  • Crompton , P. L. 1996 . A reconsideration of the new stochastic approach to index numbers , Discussion Paper No. 96-124 Department of Economics, University of Western Australia .
  • Davidson , R. and MacKinnon , J. G. 1993 . Estimation and Inference in Econometrics , New York : Oxford University Press .
  • Diewert , W. E. 1995 . On the stochastic approach to index numbers , Discussion Paper No. 95-131 Department of Economics, University of British Columbia .
  • Selvanathan , E. A. 1989 . A note on the stochastic approach to index numbers . Journal of Business and Economic Statistics , 7 : 471 – 474 .
  • Selvanathan , E. A. 1991 . Standard errors for Laspeyres and Paasche index numbers . Economic Letters , 35 : 35 – 38 .
  • White , H. 1980 . A heteroscedasticity-consistent covariance matrix estimator and a direct test for heteroscedasticity . Econometrica , 48 : 817 – 838 .

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