Best Log-linear Index Numbers: Extensions and Applications
AbstractIndex numbers of prices and quantities are estimated in the framework of a two-way analysis of variance, based on the ideas of H. Theil and K. Banerjee. Topics include aggregation, multidimensional indices and non- spherical errors. This method is applied to the commodity exports of developing nations.
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Bibliographic InfoPaper provided by EconWPA in its series Econometrics with number 9904001.
Length: 14 pages
Date of creation: 21 Apr 1999
Date of revision:
Note: Type of Document - MS Word 47kb; prepared on IBM PC -; to print on HP; pages: 14 ; figures: included. none
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price index quantity index;
Find related papers by JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
- C4 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- C8 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs
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NBER Working Papers
2671, National Bureau of Economic Research, Inc.
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- Basmann, R. L. & Diamond, C. A. & Frentrup, J. C. & White, S. N., 1985. "On deviations between neoclassical and GFT-based true cost-of-living indexes derived from the same demand function system," Journal of Econometrics, Elsevier, vol. 30(1-2), pages 45-66.
- Caves, Douglas W & Christensen, Laurits R & Diewert, W Erwin, 1982. "Multilateral Comparisons of Output, Input, and Productivity Using Superlative Index Numbers," Economic Journal, Royal Economic Society, vol. 92(365), pages 73-86, March.
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