On GMM estimation of distributions from grouped data

DOI10.1016/J.ECONLET.2014.11.031MaRDI QIDQ498775zbMATH OpenOpenAlexFDO

Authors Gholamreza Hajargasht, William Griffiths

Publication date 29 September 2015

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/11343/91874

zbMATH Keywords

income distributionsoptimal weight matrixshare data

Mathematics Subject Classification ID

Point estimation (62F10) Applications of statistics to economics (62P20) Approximations to statistical distributions (nonasymptotic) (62E17)

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Cites work

• Microeconometrics
• Some Generalized Functions for the Size Distribution of Income
• Statistical Size Distributions in Economics and Actuarial Sciences
• The Generalized Beta Distribution as a Model for the Distribution of Income: Estimation of Related Measures of Inequality

Cited in

(14)

• Bayesian Approach to Lorenz Curve Using Time Series Grouped Data
• Estimation and inference for area-wise spatial income distributions from grouped data
• Applications: Posterior Distributions for the Gini Coefficient Using Grouped Data
• GMM estimation of a maximum entropy distribution with interval data
• Moment-type estimation from grouped samples
• Generalized method of moments (GMM) based inference with stratified samples when the aggregate shares are known
• scientific article; zbMATH DE number 3137831 (Why is no real title available?)
• \(M\)-estimation for location and regression parameters in group models: A case study using Stiefel manifolds
• Bounding shares and quantiles from grouped data when group means are known
• scientific article; zbMATH DE number 4102284 (Why is no real title available?)
• scientific article; zbMATH DE number 3938255 (Why is no real title available?)
• Asymptotical efficiency of MLE with grouped data
• Statistical inferences of grouped data combined with ungrouped data from the power-normal distribution
• Implied Probabilities in GMM Estimators

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