Standard errors for the Laspeyres index number with autocorrelated error models

DOI10.1080/03610926.2016.1239113MaRDI QIDQ4595850zbMATH OpenOpenAlexFDO

Authors Arfa Maqsood, S. M. Aqil Burney

Publication date 6 December 2017

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2016.1239113

zbMATH Keywords

Laspeyres price index numberserial correlationstandard errorsweighted least square

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82) Economic time series analysis (91B84)

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