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Consistent estimation of the memory parameterfor nonlinear time series
Dalla, Violetta; Giraitis, Liudas; Hidalgo, Javier - Suntory and Toyota International Centres for Economics … - 2006
For linear processes, semiparametric estimation of the memory parameter, based on the log-periodogramand local Whittle estimators, has been exhaustively examined and their properties are well established.However, except for some specific cases, little is known about the estimation of the memory...
Persistent link: https://www.econbiz.de/10005670804
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Consistent estimation of the memory parameterfor nonlinear time series
Dalla, Violetta; Giraitis, Liudas; Hidalgo, Javier - Suntory and Toyota International Centres for Economics … - 2006
For linear processes, semiparametric estimation of the memory parameter, based on the log-periodogramand local Whittle estimators, has been exhaustively examined and their properties are well established.However, except for some specific cases, little is known about the estimation of the memory...
Persistent link: https://www.econbiz.de/10005797497
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Measuring Inequality Using Censored Data: A Multiple Imputation Approach
Jenkins, Stephen P.; Burkhauser, Richard V.; Feng, … - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2009
To measure income inequality with right censored (topcoded) data, we propose multiple imputation for censored … Population Survey (CPS) internal data, we find few statistically significant differences in income inequality for pairs of years … about inequality differences. Multiply-imputed public use data provide an intermediate solution. …
Persistent link: https://www.econbiz.de/10005069117
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Using the P90/P10 Index to Measure US Inequality Trends with Current Population Survey Data: A View from Inside the Census Bureau Vaults
Burkhauser, Richard V.; Feng, Shuaizhang; Jenkins, … - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2007
earnings and income inequality in the USA. Time-inconsistency problems related to top coding in theses data have led many … summary measure of inequality. With access to public use and restricted-access internal CPS data, and bounding methods, we … show that using P90/P10 does not completely obviate timeinconsistency problems, especially for household income inequality …
Persistent link: https://www.econbiz.de/10005068767