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Export Reference (APA) 
Ramalho, E. A., Ramalho, J. J. S. & Evangelista, R. (2017). Combining micro and macro data in hedonic price indexes. Statistical Methods and Applications. 26 (2), 317-332
Export Reference (IEEE) 
E. A. Ramalho et al.,  "Combining micro and macro data in hedonic price indexes", in Statistical Methods and Applications, vol. 26, no. 2, pp. 317-332, 2017
Export BibTeX 
@article{ramalho2017_1716169964159,
	author = "Ramalho, E. A. and Ramalho, J. J. S. and Evangelista, R.",
	title = "Combining micro and macro data in hedonic price indexes",
	journal = "Statistical Methods and Applications",
	year = "2017",
	volume = "26",
	number = "2",
	doi = "10.1007/s10260-016-0367-6",
	pages = "317-332",
	url = "http://link.springer.com/article/10.1007%2Fs10260-016-0367-6"
}
Export RIS 
TY  - JOUR
TI  - Combining micro and macro data in hedonic price indexes
T2  - Statistical Methods and Applications
VL  - 26
IS  - 2
AU  - Ramalho, E. A.
AU  - Ramalho, J. J. S.
AU  - Evangelista, R.
PY  - 2017
SP  - 317-332
SN  - 1618-2510
DO  - 10.1007/s10260-016-0367-6
UR  - http://link.springer.com/article/10.1007%2Fs10260-016-0367-6
AB  - This paper proposes arithmetic and geometric Paasche quality-adjusted price indexes that combine micro data from the base period with macro data on the averages of asset prices and characteristics at the index period. The suggested indexes have two types of advantages relative to traditional Paasche indexes: (i) simplification and cost reduction of data acquisition and manipulation; and (ii) potentially greater efficiency and robustness to sampling problems. A Monte Carlo simulation study and an empirical application concerning the housing market illustrate some of those advantages.
ER  -