Non Parametric Estimation of a Polarization Measure
This paper develops a methodology for nonparametric estimation of a polarization measure due to Anderson Ge and Leo (2006) based on kernel estimation techniques. We give the asymptotic theory of our estimator, which in some cases is non standard due to boundary value problems. We also propose a method for conducting inference based on estimation of unknown quantities in the limiting distribution and show that our method yields consistent inference in all cases we consider. We investigate finite sample proerties of our estimator by simulation methods. We give an application to the study of polarization in China in recent years.
|Date of creation:||30 Jul 2009|
|Contact details of provider:|| Postal: 150 St. George Street, Toronto, Ontario|
Phone: (416) 978-5283
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang, 2005.
"Consistent Testing for Stochastic Dominance under General Sampling Schemes,"
Review of Economic Studies,
Oxford University Press, vol. 72(3), pages 735-765.
- Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang, 2003. "Consistent testing for stochastic dominance under general sampling schemes," LSE Research Online Documents on Economics 2208, London School of Economics and Political Science, LSE Library.
- Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae, 2003. "Consistent Testing for Stochastic Dominance under General Sampling Schemes," SFB 373 Discussion Papers 2003,31, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Esteban, Joan & Ray, Debraj, 1994. "On the Measurement of Polarization," Econometrica, Econometric Society, vol. 62(4), pages 819-851, July.
- Joan-Maria Esteban & Debraj Ray, 1991. "On the Measurement of Polarization," Boston University - Institute for Economic Development 18, Boston University, Institute for Economic Development.
- Esteban, J. & Ray, D., 1993. "On the Measurement of Polarization," UFAE and IAE Working Papers 221.93, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Esteban, J.M. & Ray, D., 1992. "On the Measurement of Polarization," UFAE and IAE Working Papers 171.92, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Andrews, Donald W.K., 1995. "Nonparametric Kernel Estimation for Semiparametric Models," Econometric Theory, Cambridge University Press, vol. 11(03), pages 560-586, June.
- Victor Chernozhukov & Han Hong & Elie Tamer, 2007. "Estimation and Confidence Regions for Parameter Sets in Econometric Models," Econometrica, Econometric Society, vol. 75(5), pages 1243-1284, 09.
- Jean-Yves Duclos & Joan Esteban & Debraj Ray, 2004. "Polarization: Concepts, Measurement, Estimation," Econometrica, Econometric Society, vol. 72(6), pages 1737-1772, November.
- Jean-Yves Duclos & Joan-Maria Esteban & Debraj Ray, 2003. "Polarization: Concepts, Measurement, Estimation," Working Papers 46, Barcelona Graduate School of Economics.
- Duclos, Jean-Yves & Esteban, Joan & Ray, Debraj, 2003. "Polarization: Concepts, Measurement, Estimation," Cahiers de recherche 0301, CIRPEE.
- Clemons, Traci E. & Jr., Edwin L. Bradley, 2000. "A nonparametric measure of the overlapping coefficient," Computational Statistics & Data Analysis, Elsevier, vol. 34(1), pages 51-61, July.
- Knight, J. & Shi, L. & Renwei, Z., 1999. "A Spatial Analysis of Wages and Incomes in Urban China: Divergent Means, Convergent Inequality," Economics Series Working Papers 99209, University of Oxford, Department of Economics.
- Donald W. K. Andrews, 1999. "Estimation When a Parameter Is on a Boundary," Econometrica, Econometric Society, vol. 67(6), pages 1341-1384, November.
- Anderson, Gordon & Ge, Ying, 2005. "The size distribution of Chinese cities," Regional Science and Urban Economics, Elsevier, vol. 35(6), pages 756-776, November.
- Anderson, Gordon, 2004. "Toward an empirical analysis of polarization," Journal of Econometrics, Elsevier, vol. 122(1), pages 1-26, September.
- Schmid, Friedrich & Schmidt, Axel, 2006. "Nonparametric estimation of the coefficient of overlapping--theory and empirical application," Computational Statistics & Data Analysis, Elsevier, vol. 50(6), pages 1583-1596, March.
- Holmström, Lasse & Klemelä, Jussi, 1992. "Asymptotic bounds for the expected L1 error of a multivariate kernel density estimator," Journal of Multivariate Analysis, Elsevier, vol. 42(2), pages 245-266, August. Full references (including those not matched with items on IDEAS)
When requesting a correction, please mention this item's handle: RePEc:tor:tecipa:tecipa-363. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (RePEc Maintainer)
If references are entirely missing, you can add them using this form.