Showing 1 - 10 of 13,469
theory and risk management …
Persistent link: https://www.econbiz.de/10013235143
Inequality is anisotropic: its intensity is variable along the income scale. Therefore, to focus on local inequalities, a new representation, the isograph, is developed to figure their variations. This leads to the expression of three coefficients able to summarize the shape of inequalities: a...
Persistent link: https://www.econbiz.de/10010258790
econometrics, with a bias towards problems in statistical distribution theory. These include characterizations of income …
Persistent link: https://www.econbiz.de/10003664973
A large number of exact inferential procedures in statistics and econometrics involve the sampling distribution of ratios of random variables. If the denominator variable is positive, then tail probabilities of the ratio can be expressed as those of a suitably defined difference of random...
Persistent link: https://www.econbiz.de/10012856826
This paper develops a new approach for dealing with the under-reporting of wealth in house- hold survey data (differential nonresponse). The current practice among researchers relying on household wealth survey data is one out of three approaches. First, simply ignore the problem. Second, fit a...
Persistent link: https://www.econbiz.de/10012117747
Top distributions of income and wealth are still incompletely measured in many national statistics, particularly when using survey data. This paper develops the technique of incorporating the joint distributional relationship to enhance the estimation of these two top distributions by using the...
Persistent link: https://www.econbiz.de/10012424292
Top distributions of income and wealth are still incompletely measured in many national statistics, particularly when using survey data. This paper develops the technique of incorporating the joint distributional relationship to enhance the estimation of these two top distributions. We leverage...
Persistent link: https://www.econbiz.de/10012438173
High levels of carbon emissions and rising income inequality are interconnected challenges for the global society. Commonly-applied linear regression models fail to unravel the complexity of potential bi-directional transmission channels. Specifically, consumption, energy sources and the...
Persistent link: https://www.econbiz.de/10012487787
Because finite sample inference for inequality indices based on asymptotic methods or the standard bootstrap does not perform well, Davidson and Flachaire (Journal of Econometrics, 2007) and Cowell and Flachaire (Journal of Econometrics, 2007) proposed inference based on semiparametric methods...
Persistent link: https://www.econbiz.de/10015415322
The isograph methodology is developed here with associated distributions, indicators of inequality, additional results, and is implemented on 53 LIS countries (with an annex covering 655 LIS country-year samples). The gb2 and other classical distributions (FC, Dagum, SinghMaddala) are presented...
Persistent link: https://www.econbiz.de/10014455258