Standard errors for the Laspeyres index number with autocorrelated error models

DOI10.1080/03610926.2016.1239113zbMath1378.62146OpenAlexW2536652761MaRDI QIDQ4595850

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

serial correlationstandard errorsweighted least squareLaspeyres price index number

Mathematics Subject Classification ID

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

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