A Flexible Fourier Approach to Repeat Sales Price Indexes

作者： Daniel P. McMillen , Jonathan Dombrow

关键词: Continuous variable 、 Operations management 、 Economics 、 Degrees of freedom (statistics) 、 Small number 、 Econometrics 、 Price index 、 Fourier series 、 Estimator 、 Sale price 、 Fourier transform

摘要: Time periods are typically highly aggregated for repeat sales estimators because of the small number of observations available in some periods. We use a flexible Fourier expansion to …