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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

Well-Being over the Life Span: Semiparametric Evidence from British and German Longitudinal Data

Wunder, Christoph; Wiencierz, Andrea; Schwarze, Johannes; … - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2009

This paper applies semiparametric regression models using penalized splines to investigate the profile of well-being over the life span. Splines have the advantage that they do not require a priori assumptions about the form of the curve. Using data from the British Household Panel Survey (BHPS)...

Persistent link: https://www.econbiz.de/10005068814

Consistent estimation of the memory parameterfor nonlinear time series

Dalla, Violetta; Giraitis, Liudas; Hidalgo, Javier - Suntory and Toyota International Centres for Economics … - 2006

Persistent link: https://www.econbiz.de/10005670804

Using Panel Data on Income Satisfaction to Estimate the Equivalence Scale Elasticity

Schwarze, Johannes - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2000

In this paper a new method to estimate the equivalence scale elasticity using individual panel data on income satisfaction will be developed. In contrast to other subjective approaches, the present one benefits from the fact that no direct cardinal individual welfare function has to be...

Persistent link: https://www.econbiz.de/10004963911

Are People Inequality Averse, and Do They Prefer Redistribution by the State?: Evidence from German Longitudinal Data on Life Satisfaction ; A Revised Version

Schwarze, Johannes; Härpfer, Marco - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2004

We link life-satisfaction data to inequality of the pre- and post-government income distribution at the regional level …, to estimate the degree of inequality aversion. Three different inequality measures are used. In addition, we investigate … whether a reduction in inequality by the state increases individual well-being. We find only weak evidence that Germans are …

Persistent link: https://www.econbiz.de/10005068871

Are People Inequality Averse, and Do They Prefer Redistribution by the State?: Evidence from German Longitudinal Data on Life Satisfaction

Schwarze, Johannes; Härpfer, Marco - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2002

We link life-satisfaction data to inequality of the pre-government income distribution at the regional level, to … estimate the degree of inequality aversion. In addition, we investigate whether a reduction in inequality by the state … increases individual well-being. We find that Germans are inequality averse over the entire income distribution. However …

Persistent link: https://www.econbiz.de/10005068998