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Volatility of price indices for heterogeneous goods
Bocart, Fabian Y. R. P.; Hafner, Christian M. - 2012
Price indices for heterogenous goods such as real estate or fine art constitute crucial information for institutional or private investors considering alternative investments in times of financial markets turmoil. Classical mean-variance analysis of alternative investments has been hampered by...
Persistent link: https://www.econbiz.de/10009540165
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Sample selection bias and time instability of hedonic art price indexes
Collins, Alan; Scorcu, Antonello E.; Zanola, Roberto - 2007
Persistent link: https://www.econbiz.de/10003911344
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Index-induced errors and purchasing power parity : bounding the possible bias
Betton, Sandra; Levi, Maurice D.; Uppal, Raman - In: Journal of international financial markets, … 5 (1995) 2/3, pp. 165-179
Persistent link: https://www.econbiz.de/10001508154
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New hedonic quality adjustment method using sparse estimation
Furuta, Sahoko; Hatayama, Yudai; Kawakami, Atsushi; Oh, … - In: Monetary and economic studies 39 (2021), pp. 109-142
Persistent link: https://www.econbiz.de/10013435519
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Econometric Estimates of Hedonic Price Indexes for Personal Computers (PC) in Russia
Parkhomenko, Alexander - 2014
by 0,5-2,0% per year. A significant part of this bias is found to be caused by the effects of new goods and quality … these products in the Russian CPI may lead to a substantial upward bias in the Russian CPI. Nowadays hedonic price indexes … are believed to be one of the most efficient ways to eliminate the bias. They can be used in two ways: to estimate the …
Persistent link: https://www.econbiz.de/10012709345
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Measurement error in minimum wage evaluations using survey data
Bossler, Mario; Westermeier, Christian - 2020
level does not fully alleviate the bias. In fact, the magnitude and direction of the bias depend on the size of the …
Persistent link: https://www.econbiz.de/10012199458
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Aggregation Bias, Local Estimates and the Devil
Cardiff, Pat - 2020
“critical details.” Imputation adds bias and variance to measurement, post weighting only complicates results arbitrarily, and …
Persistent link: https://www.econbiz.de/10014090422
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Unbiased Estimation of the Half-Life to Price Index Convergence Among US Cities
Sarkar, Jayanta; Nath, Hiranya K. - 2009
Estimates of the half-life to convergence of prices across a panel of cities are subject to bias from three potential … bias in annual CPI data for 17 U.S. cities from 1918 to 2006, but correcting for the “Nickell bias” and time aggregation … bias produces a half-life of 7.5 years, shorter than estimates from previous studies …
Persistent link: https://www.econbiz.de/10014200505
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Examining Bias in Estimators of Linear Rational Expectations Models Under Misspecification
Jondeau, Eric - 2016
expected future value. We investigate the asymptotic bias of generalized method of moment (GMM) and maximum likelihood (ML …
Persistent link: https://www.econbiz.de/10012999489
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A Number of Concerns Arising from a Closer Look at the Estimation of the Consumer Price Index
Guerrero-de-Lizardi, Carlos - 2014
In first place, I can easily imagine that the inflation rate is the daily bread for financials. In second place, I am positively sure that the routinely compilation of the consumer price index (CPI) done by any statistical agency constitutes “a tour the force”. In third place, I am convinced...
Persistent link: https://www.econbiz.de/10013048762