3 papers
econ.GN2022
Reliability of Ideal Indexes
Gholamreza Hajargasht
The Fisher and GEKS are celebrated as ideal bilateral and multilateral indexes due to their superior axiomatic and econ-theoretic properties. The Fisher index is the main index use…
econ.TH2018
Multilateral Index Number Systems for International Price Comparisons: Properties, Existence and Uniqueness
Gholamreza Hajargasht, Prasada Rao
Over the past five decades a number of multilateral index number systems have been proposed for spatial and cross-country price comparisons. These multilateral indexes are usually…
stat.AP2018
Accurate Computation of Marginal Data Densities Using Variational Bayes
Gholamreza Hajargasht, Tomasz Woźniak
We propose a new marginal data density estimator (MDDE) that uses the variational Bayes posterior density as a weighting density of the reciprocal importance sampling (RIS) MDDE. T…