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

DOI10.1080/03610926.2014.968738zbMATH Open1311.62174OpenAlexW2333925337MaRDI QIDQ5249191FDOQ5249191

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

Recommendations

• 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 2000780
• scientific article; zbMATH DE number 3980340
• scientific article; zbMATH DE number 5198736

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)

Cites Work

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

Cited In (6)

• Title not available (Why is that?)
• Divisia price and quantity indices: 80 years after
• Bounds for the expected value of the stochastic Divisia's price index
• Title not available (Why is that?)
• Elementary price indices under the GBM price model
• Title not available (Why is that?)

This page was built for publication: Generalization of the Divisia price and quantity indices in a stochastic model with continuous time

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5249191)