Generalization of the Divisia price and quantity indices in a stochastic model with continuous time

DOI10.1080/03610926.2014.968738MaRDI QIDQ5249191zbMATHOpenAlexFDO

Authors Jacek Białek

Publication date 29 April 2015

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

Full work available at URL https://doi.org/10.1080/03610926.2014.968738

zbMATH Keywords

price index theoryprice indicesquantity indicesDivisia's approach

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; economic indices and measures (91B82)

Recommendations

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Cites work

• An exact price index for the almost ideal demand system
• An interpretation of the factorial indexes in the light of Divisia Integral Indexes
• Axiomatic Price Index Theory: A Survey
• Consumption and Portfolio Selection with Labor Income: A Continuous Time Approach
• Divisia Index Numbers
• Index theory and price statistics
• Mean value estimation using two-phase samples with missing data in both phases
• ON PREDICTION OF TOTAL VALUE IN INCOMPLETELY SPECIFIED DOMAINS
• Proposition of a general formula for price indices
• Representative Sampling, III: The Current Statistical Literature
• Simulation study of an original price index formula

Cited in

(6)

• scientific article; zbMATH DE number 5198736 (Why is no real title available?)
• scientific article; zbMATH DE number 2000780 (Why is no real title available?)
• Elementary price indices under the GBM price model
• Divisia price and quantity indices: 80 years after
• Bounds for the expected value of the stochastic Divisia's price index
• scientific article; zbMATH DE number 3980340 (Why is no real title available?)

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