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|c 5.00 USD
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|z 9781462311293
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|a 1018-5941
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|a BD-DhAAL
|c BD-DhAAL
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|a Marini, Marco.
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|a A Newton's Method for Benchmarking Time Series According to a Growth Rates Preservation Principle /
|c Marco Marini, Tommaso Di Fonzo.
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|a Washington, D.C. :
|b International Monetary Fund,
|c 2011.
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|a 1 online resource (42 pages)
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|a IMF Working Papers
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|a <strong>Off-Campus Access:</strong> No User ID or Password Required
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|a <strong>On-Campus Access:</strong> No User ID or Password Required
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|a Electronic access restricted to authorized BRAC University faculty, staff and students
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|a This work presents a new technique for temporally benchmarking a time series according to the growth rates preservation principle (GRP) by Causey and Trager (1981). A procedure is developed which (i) transforms the original constrained problem into an unconstrained one, and (ii) applies a Newton's method exploiting the analytic Hessian of the GRP objective function. We show that the proposed technique is easy to implement, computationally robust and efficient, all features which make it a plausible competitor of other benchmarking procedures (Denton, 1971; Dagum and Cholette, 2006) also in a data-production process involving a considerable amount of series.
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|a Mode of access: Internet
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|a Benchmarking
|2 imf
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|a Linearly Equality Constrained Non-Linear Optimization
|2 imf
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|a Movement Preservation
|2 imf
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|a Objective Function
|2 imf
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|a WP
|2 imf
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|a United States
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|a Di Fonzo, Tommaso.
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|a IMF Working Papers; Working Paper ;
|v No. 2011/179
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|z Full text available on IMF
|u http://elibrary.imf.org/view/journals/001/2011/179/001.2011.issue-179-en.xml
|z IMF e-Library
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