Comparisons of stationary distributions of linear models

DOI10.1016/J.ECONLET.2013.02.024zbMATH Open1282.62166OpenAlexW2066173411MaRDI QIDQ2437206FDOQ2437206

Authors: Shenghao Zhu 

Publication date: 3 March 2014

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2013.02.024

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zbMATH Keywords

linear modelsstationary distributionsLorenz dominancecomparisons

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Statistical methods; economic indices and measures (91B82) Inequalities; stochastic orderings (60E15)

Cites Work

• On a stochastic difference equation and a representation of non–negative infinitely divisible random variables
• Comparison methods for stochastic models and risks
• A General Definition of the Lorenz Curve
• The distribution of wealth and fiscal policy in economies with finitely lived agents
• Majorization and the Lorenz order: a brief introduction
• Bequests, estate taxes, and wealth distributions

Cited In (5)

• Comparing inequality and mobility in linear models: comment
• Comparing inequality and mobility in linear models
• Title not available (Why is that?)
• Methods for calculating stationary distribution in linear models of time series
• Non-stationary transition matrices: an overlooked issue in intra-distribution dynamics

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