We present two deconvolution estimators for the density function of a random variable X that is measured with error. The first estimates the density of X from the set of independent replicate measurements W[subscript r,j], where W[subscript r,j]=X[subscript x]+U[subscript r,j] for r=1,...,n and...

We show that Bertrand et al.'s (QJE, 2015, ) finding of a sharp drop in the relative income distribution within married couples at the point where wives start to earn more than their husbands is unstable across different estimation procedures and varies across contexts. We apply the estimators...

Spatially disaggregated income indicators are typically estimated by using model‐based methods that assume access to auxiliary information from population micro‐data. In many countries like Germany and the UK population micro‐data are not publicly available. In this work we propose small...

A parameter of an econometric model is identified if there is a one-to-one or many-to-one mapping from the population distribution of the available data to the parameter. Often, this mapping is obtained by inverting a mapping from the parameter to the population distribution. If the inverse...

The objective of this paper is to address the question of convergence across German districts in the first decade after German unification by drawing out and emphasising some stylised facts of regional per capita income dynamics. We achieve this by employing non-parametric techniques which focus...

We propose a fully automatic procedure for the construction of irregular histograms. For a given number of bins, the maximum likelihood histogram is known to be the result of a dynamic programming algorithm. To choose the number of bins, we propose two different penalties motivated by recent...

Standardmethoden zur Schätzung von Disparitätsmaßen aus klassierten Daten basieren entweder auf der Bestimmung von Schranken, die den wahren Wert des jeweiligen Disparitätsmaßes einschließen (nichtparametrischer Ansatz) oder aber auf Annahmen bezüglich der den Daten zugrunde liegenden...

Tech Report

This study conducts an investigation on the application of classical unit-root tests using parametric tests (the augmented Dickey-Fuller, 1979 – ADF), and nonparametric tests (Phillips and Perron, 1988—PP) to corn and soybean yields in the Delta states using county-level data from 1961 to...

This paper explores the theory behind the rich and robust family of »-stable distributions to estimate parameters from financial asset log-returns data. We discuss four-parameter estimation methods including the quantiles, logarithmic moments method, maximum likelihood (ML), and the empirical...