| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w14018 |
| 来源ID | Working Paper 14018 |
| Hedonic Imputation versus Time Dummy Hedonic Indexes | |
| W. Erwin Diewert; Saeed Heravi; Mick Silver | |
| 发表日期 | 2008-05-23 |
| 出版年 | 2008 |
| 语种 | 英语 |
| 摘要 | Statistical offices try to match item models when measuring inflation between two periods. However, for product areas with a high turnover of differentiated models, the use of hedonic indexes is more appropriate since they include the prices and quantities of unmatched new and old models. The two main approaches to hedonic indexes are hedonic imputation (HI) indexes and dummy time hedonic (HD) indexes. This study provides a formal analysis of the difference between the two approaches for alternative implementations of an index that uses weighting that is comparable to the weighting used by the Törnqvist superlative index in standard index number theory. This study shows exactly why the results may differ and discusses the issue of choice between these approaches. An illustrative study for desktop PCs is provided. |
| 主题 | Econometrics ; Estimation Methods ; Data Collection ; Macroeconomics ; Business Cycles ; Development and Growth ; Growth and Productivity |
| URL | https://www.nber.org/papers/w14018 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/571693 |
| 推荐引用方式 GB/T 7714 | W. Erwin Diewert,Saeed Heravi,Mick Silver. Hedonic Imputation versus Time Dummy Hedonic Indexes. 2008. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| w14018.pdf（194KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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