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dc.contributor.authorSelvanathan, EA
dc.date.accessioned2017-05-03T12:09:39Z
dc.date.available2017-05-03T12:09:39Z
dc.date.issued2003
dc.identifier.issn1350-4851
dc.identifier.doi10.1080/1350435022000043986
dc.identifier.urihttp://hdl.handle.net/10072/6383
dc.description.abstractStochastic approach has received renewed attention in recent years (e.g. Clements and Izan, and Selvanathan and Rao). However, there was some criticism about the form of the error variance used in the new stochastic approach (see work by Diewert). In a recent paper in Applied Economics Letters, Crompton provided a solution to this problem. This article presents some comments and corrections on Crompton's work.
dc.description.peerreviewedYes
dc.description.publicationstatusYes
dc.languageEnglish
dc.language.isoeng
dc.publisherRoutledge
dc.publisher.placeUK
dc.relation.ispartofpagefrom213
dc.relation.ispartofpageto215
dc.relation.ispartofjournalApplied Economics Letters
dc.relation.ispartofvolume10
dc.subject.fieldofresearchApplied economics
dc.subject.fieldofresearchBanking, finance and investment
dc.subject.fieldofresearchcode3801
dc.subject.fieldofresearchcode3502
dc.titleExtending the Stochastic Approach to Index Numbers: a comment on Crompton
dc.typeJournal article
dc.type.descriptionC1 - Articles
dc.type.codeC - Journal Articles
gro.facultyGriffith Business School, Department of International Business and Asian Studies
gro.date.issued2015-02-11T04:02:35Z
gro.hasfulltextNo Full Text
gro.griffith.authorSelvanathan, Selva A.


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