A Newton's Method for Benchmarking Time Series According to a Growth Rates Preservation Principle /
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...
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| Format: | Revue |
| Langue: | English |
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Washington, D.C. :
International Monetary Fund,
2011.
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| Collection: | IMF Working Papers; Working Paper ;
No. 2011/179 |
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| Accès en ligne: | Full text available on IMF |