Exportar Publicação

A publicação pode ser exportada nos seguintes formatos: referência da APA (American Psychological Association), referência do IEEE (Institute of Electrical and Electronics Engineers), BibTeX e RIS.

Exportar Referência (APA) 
Ramalho, E.A. & Ramalho, J. J. S. (2014). Convenient links for the estimation of hedonic price indexes: the case of unique, infrequently traded assets. Statistica Neerlandica. 68 (2), 91-117
Exportar Referência (IEEE) 
E. A. Ramalho and J. J. Ramalho,  "Convenient links for the estimation of hedonic price indexes: the case of unique, infrequently traded assets", in Statistica Neerlandica, vol. 68, no. 2, pp. 91-117, 2014
Exportar BibTeX 
@article{ramalho2014_1715091831930,
	author = "Ramalho, E.A. and Ramalho, J. J. S.",
	title = "Convenient links for the estimation of hedonic price indexes: the case of unique, infrequently traded assets",
	journal = "Statistica Neerlandica",
	year = "2014",
	volume = "68",
	number = "2",
	doi = "10.1111/stan.12024",
	pages = "91-117",
	url = "http://onlinelibrary.wiley.com/doi/10.1111/stan.12024/abstract;jsessionid=0FD3BD48BFF7A08C6DA9E41B65F6C743.f03t04"
}
Exportar RIS 
TY  - JOUR
TI  - Convenient links for the estimation of hedonic price indexes: the case of unique, infrequently traded assets
T2  - Statistica Neerlandica
VL  - 68
IS  - 2
AU  - Ramalho, E.A.
AU  - Ramalho, J. J. S.
PY  - 2014
SP  - 91-117
SN  - 0039-0402
DO  - 10.1111/stan.12024
UR  - http://onlinelibrary.wiley.com/doi/10.1111/stan.12024/abstract;jsessionid=0FD3BD48BFF7A08C6DA9E41B65F6C743.f03t04
AB  - Hedonic methods are a prominent approach in the construction of quality-adjusted price indexes. This paper shows that the process of computing such indexes is substantially simplified if arithmetic (geometric) price indexes are computed based on exponential (log-linear) hedonic functions estimated by the Poisson pseudo-maximum likelihood (ordinary least squares) method. A Monte Carlo simulation study based on housing data illustrates the convenience of the links identified and the very attractive properties of the Poisson estimator in the hedonic framework.
ER  -