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Keyword: robustness;
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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
Frank A Cowell and Emmanuel Flachaire
We examine the sensitivity of estimates and inequality indices to extreme values, in the sense of their robustness properties and of their statistical performance. We establish that these measures are very sensitive to t...Read more...
March 2002
Frank A Cowell and Maria-Pia Victoria-Feser
Distributional dominance criteria are commonly applied to draw welfare inferences about comparisons, but conclusions drawn from empirical implementations of dominance criteria may be influenced by data contamination. We ...Read more...
August 2001
Frank A Cowell and Christian Schluter
We examine the performance of measures of mobility when allowance is made for the possibility of data contamination. We find that 'single-stage' indices - those that are applied directly to a sample from a multivariate i...Read more...
November 1998
The performance of two broad classes of mobility indices is examined when allowance is made for the possibility of data contamination. Single-stage indices – those that are applied directly to a sample from a multivariat...Read more...
July 1998
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
The economic analysis of income distribution and related topics makes extensive use of dominance criteria to draw inferences about welfare comparisons. However it is possible that - just as some inequality statistics can...Read more...
January 1996
Drawing on recent work concerning the statistical robustness of inequality statistics we examine the sensitivity of poverty indices to data contamination using the concept of the influence function. We show that poverty ...Read more...
May 1994