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Keyword: robust estimation;
3 results found.
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Kirill Evdokimov, Yuichi Kitamura and Taisuke Otsu
This paper considers robust estimation of moment condition models with time series data. Researchers frequently use moment condition models in dynamic econometric analysis. These models are particularly useful when one w...Read more...
5 December 2014
Mercedes Prieto Alaiz and Maria-Pia Victoria-Feser
This paper presents a robust estimation of two income distribution models using Spanish data for the period 1990-91 under three different concepts of income. The effect on the estimates of the Theil index due to the choi...Read more...
Frank A Cowell and Maria-Pia Victoria-Feser
Inequality measures are often used to summarise information about empirical income distributions. However , the resulting picture of the distribution and of the changes in the distribution can be severely distorted if th...Read more...