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Geary–Khamis 平价与国际价格标准误的计算：随机方法
D. S. Prasada Rao, E. A. Selvanathan, Computation of Standard Errors for Geary-Khamis Parities and International Prices: A Stochastic Approach, Journal of Business & Economic Statistics, Vol. 10, No. 1 (Jan., 1992), pp. 109-115
Geary–Khamis 购买力平价与国际价格标准误的计算：随机方法
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…
关于指数编制随机方法的一则说明
In a recent article, Clements and Izan (1987) used the stochastic approach to index-number theory to estimate the rate of inflation and its standard error. Selvanathan (1988) extended their approach to the prices of groups of goods and to prices within groups. In this note, I apply the within-group results to the U.K. alcohol data. Simulation results show that the estimates are unbiased, but the asymptotic standard errors understate the true sampling variability of the…