get_window_st_period

<p>period index vector passed from input_data</p>

period_index

window_length

<p>Calculate a sequence of period indexes corresponding to the starts of each window</p>

internal

A flexible, efficient implementation of multilateral price index calculations.
Includes common methods focused on time product dummy regression and GEKS variations.
Allows for extension of the methods through automatic window splicing.
See Krsinich (2016) <doi: 10.1515/jos-2016-0021>.

get_window_st_period: Get window start period index

Description

Usage

Arguments

Value