A Newton's Method for Benchmarking Time Series According to a Growth Rates Preservation Principle

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''s method exploiting the analytic Hessian of the... READ MORE...

Publication date: July 2011
ISBN 9781462311293
$18.00

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Publication date: July 2011

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Publication date: July 2011

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