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Nonparametric and Gaussian bivariate transvariation theory: its applications to economics

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  • Camilo Dagum

    (Princeton University)

Abstract

This paper is concerned with the bivariate transvariation theory. It presents an historical account of the subject and a development of the theory. It deals with the probability of transvariation and its related concepts, namely, transvariability and its maximum; the rth moment of transvariation, its maximum and the rth intensity of transvariation; area of transvariation and discriminative value. These concepts are developed without parametric constraint and under the assumption of Gaussian distribution. The sample variances and covariances of the transvariation parameters estimators are herein deduced. The applications, performed on economic variables, underline the fruitfulness of transvariation theory as a quantitative method to deal with comparative statics analysis.

Suggested Citation

  • Camilo Dagum, 2017. "Nonparametric and Gaussian bivariate transvariation theory: its applications to economics," METRON, Springer;Sapienza Università di Roma, vol. 75(2), pages 141-160, August.
    • Handle: RePEc:spr:metron:v:75:y:2017:i:2:d:10.1007_s40300-017-0113-3
    DOI: 10.1007/s40300-017-0113-3
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