Bootstrapping a hedonic price index: experience from used cars data
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- Beer, Michael, 2005. "Bootstrapping a Hedonic Price Index: Experience from Used Cars Data," DQE Working Papers 4, Department of Quantitative Economics, University of Freiburg/Fribourg Switzerland, revised 20 Jan 2007.
References listed on IDEAS
- Jonathan Murray & Nicholas Sarantis, 1999. "Price-Quality Relations and Hedonic Price Indexes for Cars in the United Kingdom," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 6(1), pages 5-27.
- James G. MacKinnon, 2002. "Bootstrap inference in econometrics," Canadian Journal of Economics, Canadian Economics Association, vol. 35(4), pages 615-645, November.
- Brachinger, Hans Wolfgang, 2002. "Statistical Theory of Hedonic Price Indices," DQE Working Papers 1, Department of Quantitative Economics, University of Freiburg/Fribourg Switzerland, revised Aug 2003.
- Jack Triplett, 2004. "Handbook on Hedonic Indexes and Quality Adjustments in Price Indexes: Special Application to Information Technology Products," OECD Science, Technology and Industry Working Papers 2004/9, OECD Publishing.
- Bruce Curry & Peter Morgan & Mick Silver, 2001. "Hedonic regressions: mis-specification and neural networks," Applied Economics, Taylor & Francis Journals, vol. 33(5), pages 659-671.
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- repec:eee:finlet:v:21:y:2017:i:c:p:186-189 is not listed on IDEAS
- Brachinger, Hans Wolfgang & Beer, Michael, 2009. "The Econometric Foundations of Hedonic Elementary Price Indices," DQE Working Papers 12, Department of Quantitative Economics, University of Freiburg/Fribourg Switzerland.
More about this item
KeywordsHedonic regression; Hedonic price indices; Bootstrap methods; Wild bootstrap; Confidence intervals; Used cars;
- C43 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Index Numbers and Aggregation
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- L62 - Industrial Organization - - Industry Studies: Manufacturing - - - Automobiles; Other Transportation Equipment; Related Parts and Equipment
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