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Chapter 6. Statistical Methods for Distributional Analysis

Cowell, Frank A.; Flachaire, Emmanuel - In: Handbook of income distribution : volume 2, (pp. 359-465). 2015

This chapter discusses the formal and informal techniques that are commonly used to give quantitative answers in the field of distributional analysis. To this end, it covers subjects including inequality, poverty, and the modeling of income distributions. It also deals with parametric and...

Persistent link: https://www.econbiz.de/10014025345

Institutions and Behavior: Experimental Evidence on the Effects of Democracy

Dal Bó, Pedro; Putterman, Louis; Foster, Andrew - National Bureau of Economic Research (NBER) - 2008

A novel experiment is used to show that the effect of a policy on the level of cooperation is greater when it is chosen democratically by the subjects than when it is exogenously imposed. In contrast to the previous literature, our experimental design allows us to control for selection effects...

Persistent link: https://www.econbiz.de/10005830529

Trimming for Bounds on Treatment Effects with Missing Outcomes

Lee, David S. - National Bureau of Economic Research (NBER) - 2002

Empirical researchers routinely encounter sample selection bias whereby 1) the regressor of interest is assumed to be exogenous, 2) the dependent variable is missing in a potentially non-random manner, 3) the dependent variable is characterized by an unbounded (or very large) support, and 4) it...

Persistent link: https://www.econbiz.de/10005832253

Simple and Bias-Corrected Matching Estimators for Average Treatment Effects

Abadie, Alberto; Imbens, Guido - National Bureau of Economic Research (NBER) - 2002

Matching estimators for average treatment effects are widely used in evaluation research despite the fact that their large sample properties have not been established in many cases. In this article, we develop a new framework to analyze the properties of matching estimators and establish a...

Persistent link: https://www.econbiz.de/10005832295

On the Forecasting Properties of the Alternative Leading Indicators for the German GDP: Recent Evidence

Kholodilin, Konstantin A.; Siliverstovs, Boriss - In: Journal of Economics and Statistics (Jahrbuecher fuer … 226 (2006) 3, pp. 234-259

In this paper we perform a comparative study of the forecasting properties of the about 30 alternative leading indicators for Germany using the growth rates of German real GDP. In addition to them, we have constructed a diffusion index based on the principal component analysis and including 145...

Persistent link: https://www.econbiz.de/10005837632

Common persistence in conditional variance: A reconsideration

Li, Chang-Shuai - In: Economic Modelling 29 (2012) 5, pp. 1809-1819

This paper demonstrates the flaws of co-persistence theory proposed by Bollerslev and Engle (1993) which cause the theory can hardly be applied. With the introduction of the half-life of decay coefficient as the measure of the persistence, and both the weak definition of persistence and...

Persistent link: https://www.econbiz.de/10010597530

IV models of ordered choice

Chesher, Andrew; Smolinski, Konrad - In: Journal of Econometrics 166 (2012) 1, pp. 33-48

This paper studies single equation instrumental variable models of ordered choice in which explanatory variables may be endogenous. The models are weakly restrictive, leaving unspecified the mechanism that generates endogenous variables. These incomplete models are set, not point, identifying...

Persistent link: https://www.econbiz.de/10010597560

Forecasting the performance of hedge fund styles

Olmo, José; Sanso-Navarro, Marcos - In: Journal of Banking & Finance 36 (2012) 8, pp. 2351-2365

This article predicts the relative performance of hedge fund investment styles using time-varying conditional stochastic dominance tests. These tests allow for the construction of dynamic trading strategies based on nonparametric density forecasts of hedge fund returns. During the recent...

Persistent link: https://www.econbiz.de/10010599650

Probability and Statistical Theory for Applied Researchers

Epps, T W - World Scientific Publishing Co. Pte. Ltd.

This book presents the theory of probability and mathematical statistics at a level suitable for researchers at the … concludes with an extensive survey of models for distributions of random variables. Part II, The Theory of Statistics, begins … with sampling theory and distribution theory for statistics from normal populations, proceeds to asymptotic (large …

Persistent link: https://www.econbiz.de/10011156370

Trade liberalization in Bangladesh: the process and its impact on macro variables particularly export expansion

Hossain, Mohammad A.; Alauddin, Mohammad - In: Journal of Developing Areas 39 (2005) 1, pp. 127-150

This paper examines the process of Bangladeshís trade liberalization and its impact on the growth and structure of exports, imports, GDP and other relevant macroeconomic variables with particular emphasis on exports. It also provides an updated account of the various structural adjustment...

Persistent link: https://www.econbiz.de/10011213126

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