Influential Observations in Stochastic Model of Divisia Index Numbers with AR(1) Errors

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ISSN Print: 2152-7385
ISSN Online: 2152-7393
www.scirp.org/journal/am
E-mail: am@scirp.org

"Influential Observations in Stochastic Model of Divisia Index Numbers with AR(1) Errors"
written by Syed Muhammed Aqil Burney, Arfa Maqsood,
published by Applied Mathematics, Vol.5 No.6, 2014

has been cited by the following article(s):

[1]	Extended Stochastic Laspeyres Price Index Model with Autocorrelated Errors
	2019

[2]	OUTLIER DETECTION IN LINEAR TIME SERIES REGRESSION MODELS
	2019

[3]	Influential Commodities Using Hat Values in Stochastic Laspeyres Price Model with AR (1) Errors
	2019

[4]	Standard errors for the Laspeyres index number with autocorrelated error models
	Communications in Statistics - Theory and Methods, 2017

[5]	Standard Errors for the Laspeyre Index Number with Autocorrelated Error Models
	Quantitative Finance, 2016

[6]	Extracting the Influential Commodities in Stochastic Model of Simple Laspeyre Price Index Numbers with AR (2) Errors
	Open Journal of Statistics, 2014

[1]	Extended stochastic Laspeyres price index model with autocorrelated errors Communications in Statistics - Theory and Methods, 2019 DOI:10.1080/03610926.2019.1702692

[2]	Standard errors for the Laspeyres index number with autocorrelated error models Communications in Statistics - Theory and Methods, 2016 DOI:10.1080/03610926.2016.1239113

[3]	Extracting the Influential Commodities in Stochastic Model of Simple Laspeyre Price Index Numbers with AR(2) Errors Open Journal of Statistics, 2014 DOI:10.4236/ojs.2014.43021

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