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来源类型Working Paper
规范类型报告
DOI10.3386/w14018
来源IDWorking 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
URLhttps://www.nber.org/papers/w14018
来源智库National Bureau of Economic Research (United States)
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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.
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