Geary-Khamis平价和国际价格的标误计算:一种随机方法

Computation of Standard Errors for Geary–Khamis Parities and international Prices: A Stochastic Approach

Journal of Business & Economic Statistics · 1992
被引 21
人大 AABS 4

中文导读

用随机方法计算联合国国际比较项目中Geary-Khamis汇总程序得到的购买力平价的标误,并用Efron自助法评估标误质量。

Abstract

One of the areas receiving little attention in the past in index-number theory is providing standard errors for the index number estimates. Recently, Clements and Izan and Selvanathan used the stochastic approach to index numbers to derive standard errors for the rate of inflation and Laspeyres and Paasche index numbers. In this article, we use this approach to compute standard errors associated with purchasing power parities computed using Geary-Khamis aggregation procedure in the International Comparisons Project of the United Nations. We assess the quality of the standard errors using Efron's bootstrap technique.

标准误随机方法购买力平价自助法