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Estimating poverty and inequality indicators using interval censored income data from the German microcensus
Walter, Paul; Weimer, Katja - 2018
Rising poverty and inequality increases the risk of social instability in countries all around the world. For measuring … poverty and inequality there exists a variety of statistical indicators. Estimating these indicators is trivial as long as the … income variable. Based on these pseudo samples, poverty and inequality indicators are estimated. The standard errors of the …
Persistent link: https://www.econbiz.de/10011863323
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Data-driven transformations in small area estimation
Rojas-Perilla, Natalia; Pannier, Sören; Schmid, Timo; … - 2017
Small area models typically depend on the validity of model assumptions. For example, a commonly used version of the Empirical Best Predictor relies on the Gaussian assumptions of the error terms of the linear mixed model, a feature rarely observed in applications with real data. The present...
Persistent link: https://www.econbiz.de/10011762598
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Static versus dynamic measures of aggregate concentration : the case of Fortunes's 500
Deutsch, Joseph; Silber, Jacques - 1993
Persistent link: https://www.econbiz.de/10000883902
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Forecasting, causality and cointegration analysis using vector autoregressions
Charemza, Wojciech; Deadman, Derek F. - 1991
Persistent link: https://www.econbiz.de/10000886903
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Diagnostic testing in econometrics : variable addition, RESET, and Fourier approximations
DeBenedictis, Linda F.; Giles, David E. A. - 1996
Persistent link: https://www.econbiz.de/10000168401
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The exact risks of some pre-test and Stein-type regression estimators under balanced loss
Giles, Judith A.; Giles, David E. A.; Ohtani, Kazuhiro - 1996
Persistent link: https://www.econbiz.de/10000168487
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On the existence of the maximum likelihood estimates for poisson regression
Silva, João Santos (contributor);  … - 2009
We note that the existence of the maximum likelihood estimates for Poisson regression depends on the data configuration. Because standard software does not check for this problem, the practitioner may be surprised to find that in some applications estimation of the Poisson regression is...
Persistent link: https://www.econbiz.de/10003868485
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Further simulation evidence on the performance of the poisson pseudo-maximum likelihood estimator
Silva, João Santos (contributor);  … - 2009
We extend the simulation results given in Santos-Silva and Tenreyro (2006, "The Log of Gravity", The Review of Economics and Statistics, 88, pp.641-658) by considering data generated as a finite mixture of gamma variates. Data generated in this way can naturally have a large proportion of zeros...
Persistent link: https://www.econbiz.de/10003868490
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Testing for consistency using artificial regressions
MacKinnon, James G.; Davidson, Russell - 1987
Persistent link: https://www.econbiz.de/10003522198
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Rias to coefficients on lagged dependent variables
Grubb, David; Symons, James - 1983
Persistent link: https://www.econbiz.de/10003529856