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The Bias of the Gini Coefficient due to Grouping

Ourti, Tom Van; Clarke, Philip - 2008

We propose a first order bias correction term for the Gini index to reduce the bias due to grouping. The first order … reveals an intuitive formula for the remaining second order bias which is useful in empirical analyses. We analyze the … it reduces a considerable share of the bias due to grouping. …

Persistent link: https://www.econbiz.de/10010325812

Alternative technical efficiency measures : skew, bias and scale

Feng, Qu; Horrace, William C. - In: Journal of applied econometrics 27 (2012) 2, pp. 253-268

Persistent link: https://www.econbiz.de/10009618640

How large is the bias in self-reported disability?

Benítez-Silva, Hugo; Buchinsky, Moshe; Chan, Hiu Man; … - In: Journal of applied econometrics 19 (2004) 6, pp. 649-670

Persistent link: https://www.econbiz.de/10002468149

The Bias of the Gini Coefficient Due to Grouping : Revisiting First-Order Corrections

Van Ourti, Tom - 2008

Persistent link: https://www.econbiz.de/10012722922

Measurement Error in Education and Growth Regressions

Portela, Miguel; Alessie, Rob; Teulings, Coen N. - 2004

the measurement error. The standard attenuation bias suggests that using these corrected data would lead to a higher …

Persistent link: https://www.econbiz.de/10010325186

When can we ignore measurement error in the running variable?

Dong, Yingying; Kolesár, Michal - In: Journal of applied econometrics 38 (2023) 5, pp. 735-750

Persistent link: https://www.econbiz.de/10014338141

Estimating time variation in measurement error from data revisions : an application to backcasting and forecasting in dynamic models

Kapetanios, George; Yates, Anthony - In: Journal of applied econometrics 25 (2010) 5, pp. 869-893

Persistent link: https://www.econbiz.de/10008667439

Refining stylized facts from factor models of inflation

De Graeve, Ferre; Walentin, Karl - In: Journal of applied econometrics 30 (2015) 7, pp. 1192-1209

Persistent link: https://www.econbiz.de/10011431761

Regression with an imputed dependent variable

Crossley, Thomas F.; Levell, Peter; Poupakis, Stavros - In: Journal of applied econometrics 37 (2022) 7, pp. 1277-1294

Persistent link: https://www.econbiz.de/10013473966

Bayesian Analysis of ARMA Models using Noninformative Priors

Kleibergen, Frank; Hoek, Henk - 1997

Parameters in AutoRegressive Moving Average (ARMA) models are locally nonidentified, due to the problem of root cancellation. Parameters can be constructed which represent this identification problem. We argue that ARMA parameters should be analyzed conditional on these identifying...

Persistent link: https://www.econbiz.de/10010324701