GMM estimation with Brownian kernels applied to income inequality measurement

by Jin Seo Cho and Peter C.B. Phillips

Alternative title:	Generalized method of moments estimation with Brownian kernels applied to income inequality measurement
Year of publication:	[2024]
Authors:	Cho, Jin Seo ; Phillips, Peter C. B.
Publisher:	New Haven, Connecticut : Cowles Foundation for Research in Economics, Yale University
Subject:	Infinite-dimensional GMM estimation \| Infinite-dimensional generalized method of moments estimation \| Brownian motion kernel \| Brownian bridge kernel \| Gaussian process \| Infinite-dimensional MCMD estimation \| Infinite-dimensional minimum Cramér-von Mises distance estimation \| Labor income inequalit \| Momentenmethode \| Method of moments \| Stochastischer Prozess \| Stochastic process \| Schätztheorie \| Estimation theory \| Einkommensverteilung \| Income distribution \| Schätzung \| Estimation