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Estimation of Generalized Entropy and Atkinson inequality indices from complex survey data
Biewen, Martin; Jenkins, Stephen - 2003 - This version: 11 April 2003
inequality indices when estimated from complex survey data. It turns out that this method also greatly simplifies the …
Persistent link: https://www.econbiz.de/10011438447
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Estimation of Generalized Entropy and Atkinson Inequality Indices from Complex Survey Data
Biewen, Martin; Jenkins, Stephen P. - 2021
inequality indices when estimated from complex survey data. It turns out that this method also greatly simplifies the …
Persistent link: https://www.econbiz.de/10013319962
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The Covariance Structure of East and West German Incomes and its Implications for the Persistence of Poverty and Inequality
Biewen, Martin - 2002
persistence of transitory shocks and their implications for the persistence of poverty and income inequality. The results suggest … that 52 to 69 percent of income inequality in West Germany were due to permanent differences between individuals and that … to overall income inequality increased from 20 percent in 1990 to over 70 percent in 1998 and the persistence of poverty …
Persistent link: https://www.econbiz.de/10010260800
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The Covariance Structure of East and West German Incomes and its Implications for the Persistence of Poverty and Inequality
Biewen, Martin - 2002
persistence of transitory shocks and their implications for the persistence of poverty and income inequality. The results suggest … that 52 to 69 percent of income inequality in West Germany were due to permanent differences between individuals and that … to overall income inequality increased from 20 percent in 1990 to over 70 percent in 1998 and the persistence of poverty …
Persistent link: https://www.econbiz.de/10010262791
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The covariance structure of East and West German incomes and its implications for the persistence of poverty and inequality
Biewen, Martin - 2002
persistence of transitory shocks and their implications for the persistence of poverty and income inequality. The results suggest … that 52 to 69 percent of income inequality in West Germany were due to permanent differences between individuals and that … to overall income inequality increased from 20 percent in 1990 to over 70 percent in 1998 and the persistence of poverty …
Persistent link: https://www.econbiz.de/10011436290
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The covariance structure of East and West German incomes and its implications for the persistence of poverty and inequality
Biewen, Martin - 2002
persistence of transitory shocks and their implications for the persistence of poverty and income inequality. The results suggest … that 52 to 69 percent of income inequality in West Germany were due to permanent differences between individuals and that … to overall income inequality increased from 20 percent in 1990 to over 70 percent in 1998 and the persistence of poverty …
Persistent link: https://www.econbiz.de/10011406904
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Long/Short Equity Risk Premia Parity Portfolios via Implicit Factors in Regularized Covariance Regression
van Jaarsveldt, Cole; Peters, Gareth; Ames, Matthew; … - 2023
A time-series basis decomposition and trend extraction technique known as Empirical Mode Decomposition (EMD), designed for multi-scale time-frequency decomposition in non-stationary time-series settings, will be combined with Regularised Covariance Regression (RCR) methods to produce a framework...
Persistent link: https://www.econbiz.de/10014348857
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Two-Stage Least Squares Random Forests with an Application to Angrist and Evans (1998)
Biewen, Martin - 2020
We develop the case of two-stage least squares estimation (2SLS) in the general framework of Athey et al. (Generalized Random Forests, Annals of Statistics, Vol. 47, 2019) and provide a software implementation for R and C++. We use the method to revisit the classic application of instrumental...
Persistent link: https://www.econbiz.de/10012825001
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Two-stage least squares random forests with an application to Angrist and Evans (1998)
Biewen, Martin; Kugler, Philipp - 2020
We develop the case of two-stage least squares estimation (2SLS) in the general framework of Athey et al. (Generalized Random Forests, Annals of Statistics, Vol. 47, 2019) and provide a software implementation for R and C++. We use the method to revisit the classic application of instrumental...
Persistent link: https://www.econbiz.de/10012269068
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Two-stage least squares random forests with a replication of angrist and evans (1998)
Biewen, Martin; Kugler, Philipp - 2020
We develop the case of two-stage least squares estimation (2SLS) in the general framework of Athey et al. (Generalized Random Forests, Annals of Statistics, Vol. 47, 2019) and provide a software implementation for R and C++. We use the method to revisit the classic application of instrumental...
Persistent link: https://www.econbiz.de/10012424219