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Keyword: asymptotic estimates;

2 results found.

Econometrics Paper

Cointegration in Fractional Systems with Unkown Integration Orders

Javier Hualde and Peter M Robinson

The semiparametric local Whittle or Gaussian estimate of the long memory parameter is known to have especially nice limiting distributional properties, being asymptotically normal with a limiting variance that is complet...Read more...

February 2003

DARP Paper

Estimation of Inequality Indices, (published in Income Inequality Measurement:From Theory to Practice, J Silber (ed), Dewenter: Kluwer 1999)

Frank A Cowell

Inequality measures are powerful tools of applied welfare analysis. However, to use the tools effectively one has to take into account the characteristics of the data with which one usually has to work. These raise a num...Read more...

October 1996