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Citations for "A generalization of the beta distribution with applications"

by McDonald, James B. & Xu, Yexiao J.

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  1. Stephen P. Jenkins, 2007. "Inequality and the GB2 income distribution," Working Papers 73, ECINEQ, Society for the Study of Economic Inequality.
  2. Wang, Kai-Li & Fawson, Christopher B. & Barrett, Christopher B. & McDonald, James B., 1998. "A Flexible Parametric Garch Model With An Application To Exchange Rates," Economics Research Institute, ERI Study Papers 28355, Utah State University, Economics Department.
  3. David Warner & Prasada Rao & William E. Griffiths & Duangkamon Chotikapanich, 2011. "Global Inequality: Levels and Trends, 1993-2005," Discussion Papers Series 436, School of Economics, University of Queensland, Australia.
  4. Emma Sarno, 1998. "A variance stabilizing transformation for the Gini concentration ratio," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 7(1), pages 77-91, April.
  5. Florent Bresson, 2010. "A general class of inequality elasticities of poverty," Journal of Economic Inequality, Springer, vol. 8(1), pages 71-100, March.
  6. McDonald, James B. & Xu, Yexiao J., 1996. "A comparison of semi-parametric and partially adaptive estimators of the censored regression model with possibly skewed and leptokurtic error distributions," Economics Letters, Elsevier, vol. 51(2), pages 153-159, May.
  7. Duangkamon Chotikapanich & William E. Griffiths, 2000. "Estimating Lorenz Curves Using a Dirichlet Distribution," Econometric Society World Congress 2000 Contributed Papers 1215, Econometric Society.
  8. Ramos, Arturo, 2015. "Are the log-growth rates of city sizes normally distributed? Empirical evidence for the US," MPRA Paper 65584, University Library of Munich, Germany.
  9. Carol Alexander & Jose Maria Sarabia, 2010. "Generalized Beta-Generated Distributions," ICMA Centre Discussion Papers in Finance icma-dp2010-09, Henley Business School, Reading University.
  10. Shi, Peng & Valdez, Emiliano A., 2011. "A copula approach to test asymmetric information with applications to predictive modeling," Insurance: Mathematics and Economics, Elsevier, vol. 49(2), pages 226-239, September.
  11. D. Boccanfuso & F. Cabral & F. Cissé & A. Diagne & L. Savard, 2003. "Pauvreté et distribution de revenus au Sénégal: une approche par la modélisation en équilibre général calculable micro-simulé," Cahiers de recherche 0333, CIRPEE.
  12. Pinkovskiy, Maxim L., 2014. "World welfare is rising: estimation using nonparametric bounds on welfare measures," Staff Reports 662, Federal Reserve Bank of New York.
  13. Grösche, Peter & Schröder, Carsten, 2011. "On the redistributive effects of Germany's feed-in tariff," Economics Working Papers 2011,07, Christian-Albrechts-University of Kiel, Department of Economics.
  14. Wojciech Charemza & Carlos Díaz & Svetlana Makarova, 2015. "Ex-post Inflation Forecast Uncertainty and Skew Normal Distribution: ‘Back from the Future’ Approach," Discussion Papers in Economics 15/09, Department of Economics, University of Leicester.
  15. Wing Lon Ng, 2010. "Dynamic Order Submission And Herding Behavior In Electronic Trading," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 33(1), pages 27-43.
  16. Ignacio Mauleon & Javier Perote, 2000. "Testing densities with financial data: an empirical comparison of the Edgeworth-Sargan density to the Student's t," The European Journal of Finance, Taylor & Francis Journals, vol. 6(2), pages 225-239.
  17. Thomas C. Chiang & Hooi Hooi Lean & Wing-Keung Wong, 2008. "Do REITs Outperform Stocks and Fixed-Income Assets? New Evidence from Mean-Variance and Stochastic Dominance Approaches," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 1(1), pages 1, December.
  18. Heshmati, Almas, 2004. "Inequalities and Their Measurement," IZA Discussion Papers 1219, Institute for the Study of Labor (IZA).
  19. Elabed, Ghada & Carter, Michael R., 2013. "Basis Risk and Compound-Risk Aversion: Evidence from a WTP Experiment in Mali," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150353, Agricultural and Applied Economics Association.
  20. Christian Kleiber, 2007. "A Guide to the Dagum Distributions," Working papers 2007/23, Faculty of Business and Economics - University of Basel.
  21. Gholamreza Hajargsht, William E. Griffiths, Joseph Brice, D.S. Prasada Rao, Duangkamon Chotikapanich, 2012. "Inference for Income Distributions Using Grouped Data," Department of Economics - Working Papers Series 1140, The University of Melbourne.
  22. Andres, Philipp, 2014. "Maximum likelihood estimates for positive valued dynamic score models; The DySco package," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 34-42.
  23. Sun, Jiafeng & Frees, Edward W. & Rosenberg, Marjorie A., 2008. "Heavy-tailed longitudinal data modeling using copulas," Insurance: Mathematics and Economics, Elsevier, vol. 42(2), pages 817-830, April.
  24. M. Caivano & A. Harvey, 2013. "Two EGARCH models and one fat tail," Cambridge Working Papers in Economics 1326, Faculty of Economics, University of Cambridge.
  25. Chotikapanich, Duangkamon & Griffiths, William E. & Rao, D.S. Prasada & Karunarathne, Wasana, 2014. "Income Distributions, Inequality, and Poverty in Asia, 1992–2010," ADBI Working Papers 468, Asian Development Bank Institute.
  26. Duangkamon Chotikapanich & William E Griffiths & D.S. Prasada Rao & Vicar Valencia, 2009. "Global Income Distribution and Inequality: 1993 and 2000," Department of Economics - Working Papers Series 1062, The University of Melbourne.
  27. McDonald, James B., 1996. "An application and comparison of some flexible parametric and semi-parametric qualitative response models," Economics Letters, Elsevier, vol. 53(2), pages 145-152, November.
  28. Michael B. Gordy, 1998. "A generalization of generalized beta distributions," Finance and Economics Discussion Series 1998-18, Board of Governors of the Federal Reserve System (U.S.).
  29. Xu, Yexiao, 2004. "Small levels of predictability and large economic gains," Journal of Empirical Finance, Elsevier, vol. 11(2), pages 247-275, March.
  30. Allen, Linda & Bali, Turan G., 2007. "Cyclicality in catastrophic and operational risk measurements," Journal of Banking & Finance, Elsevier, vol. 31(4), pages 1191-1235, April.
  31. Kleiber, Christian, 1996. "Dagum vs. Singh-Maddala income distributions," Economics Letters, Elsevier, vol. 53(3), pages 265-268, December.
  32. Gholamreza Hajargasht and William E. Griffiths, 2012. "Pareto-Lognormal Income Distributions:Inequality and Poverty Measures, Estimation and Performance," Department of Economics - Working Papers Series 1149, The University of Melbourne.
  33. Antoni Bosch-Domènech & José Garcia Montalvo & Rosemarie Nagel & Albert Satorra, 2004. "Finite mixture analysis of beauty-contest data using generalised beta distributions," Economics Working Papers 737, Department of Economics and Business, Universitat Pompeu Fabra, revised May 2010.
  34. Boccanfuso, Dorothée & Richard, Patrick & Savard, Luc, 2013. "Parametric and nonparametric income distribution estimators in CGE micro-simulation modeling," Economic Modelling, Elsevier, vol. 35(C), pages 892-899.
  35. Masato Okamoto, 2014. "A flexible descriptive model for the size distribution of incomes," Economics Bulletin, AccessEcon, vol. 34(3), pages 1600-1610.
  36. John Dagsvik & Zhiyang Jia & Bjørn Vatne & Weizhen Zhu, 2013. "Is the Pareto–Lévy law a good representation of income distributions?," Empirical Economics, Springer, vol. 44(2), pages 719-737, April.
  37. Hajargasht, Gholamreza & Griffiths, William E., 2013. "Pareto–lognormal distributions: Inequality, poverty, and estimation from grouped income data," Economic Modelling, Elsevier, vol. 33(C), pages 593-604.
  38. Samuel Dastrup & Rachel Hartshorn & James McDonald, 2007. "The impact of taxes and transfer payments on the distribution of income: A parametric comparison," Journal of Economic Inequality, Springer, vol. 5(3), pages 353-369, December.
  39. Jones, A & Lomas, J & Rice, N, 2011. "Applying Beta-type Size Distributions to Healthcare Cost Regressions," Health, Econometrics and Data Group (HEDG) Working Papers 11/31, HEDG, c/o Department of Economics, University of York.
  40. Chotikapanich, Duangkamon & Griffiths, William E. & Rao, D. S. Prasada, 2007. "Estimating and Combining National Income Distributions Using Limited Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 97-109, January.
  41. Adcock, C.J. & Shutes, K., 2005. "An analysis of skewness and skewness persistence in three emerging markets," Emerging Markets Review, Elsevier, vol. 6(4), pages 396-418, December.
  42. Dorothée Boccanfuso & Bernard Decaluwé & Luc Savard, 2003. "Poverty, Income Distribution and CGE Modeling: Does the Functional Form of Distribution Matter?," Cahiers de recherche 0332, CIRPEE.
  43. BenSaïda, Ahmed & Slim, Skander, 2016. "Highly flexible distributions to fit multiple frequency financial returns," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 442(C), pages 203-213.
  44. Yang, Xipei & Frees, Edward W. & Zhang, Zhengjun, 2011. "A generalized beta copula with applications in modeling multivariate long-tailed data," Insurance: Mathematics and Economics, Elsevier, vol. 49(2), pages 265-284, September.
  45. Ramos, Arturo & Sanz-Gracia, Fernando, 2015. "US city size distribution revisited: Theory and empirical evidence," MPRA Paper 64051, University Library of Munich, Germany.
  46. Sarabia, José María & Jordá, Vanesa, 2014. "Explicit expressions of the Pietra index for the generalized function for the size distribution of income," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 416(C), pages 582-595.
  47. Masato Okamoto, 2012. "Evaluation of the goodness of fit of new statistical size distributions with consideration of accurate income inequality estimation," Economics Bulletin, AccessEcon, vol. 32(4), pages 2969-2982.
  48. Mauleon, Ignacio, 2003. "Financial densities in emerging markets: an application of the multivariate ES density," Emerging Markets Review, Elsevier, vol. 4(2), pages 197-223, June.
  49. Kabir K. Dutta & David F. Babbel, 2005. "Extracting Probabilistic Information from the Prices of Interest Rate Options: Tests of Distributional Assumptions," The Journal of Business, University of Chicago Press, vol. 78(3), pages 841-870, May.
  50. Hasegawa, Hikaru & Kozumi, Hideo, 2003. "Estimation of Lorenz curves: a Bayesian nonparametric approach," Journal of Econometrics, Elsevier, vol. 115(2), pages 277-291, August.
  51. Panayiotis Theodossiou, 1998. "Financial Data and the Skewed Generalized T Distribution," Management Science, INFORMS, vol. 44(12-Part-1), pages 1650-1661, December.
  52. Trino-Manuel Niguez & Ivan Paya & David Peel & Javier Perote, 2013. "Higher-order moments in the theory of diversification and portfolio composition," Working Papers 18297128, Lancaster University Management School, Economics Department.
  53. Fabozzi, Frank J. & Leccadito, Arturo & Tunaru, Radu S., 2014. "Extracting market information from equity options with exponential Lévy processes," Journal of Economic Dynamics and Control, Elsevier, vol. 38(C), pages 125-141.
  54. Fabio Clementi & Mauro Gallegati & Giorgio Kaniadakis, 2010. "A model of personal income distribution with application to Italian data," Empirical Economics, Springer, vol. 39(2), pages 559-591, October.
  55. Dmitry I. Malakhov & Nikolay P. Pilnik & Igor G. Pospelov, 2015. "Stability of Distribution of Relative Sizes of Banks as an Argument for the Use of the Representative Agent Concept," HSE Working papers WP BRP 116/EC/2015, National Research University Higher School of Economics.
  56. Abad, Pilar & Benito, Sonia, 2013. "A detailed comparison of value at risk estimates," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 94(C), pages 258-276.
  57. Hansen, James V. & McDonald, James B. & Turley, Robert S., 2006. "Partially adaptive robust estimation of regression models and applications," European Journal of Operational Research, Elsevier, vol. 170(1), pages 132-143, April.
  58. Eugenio J. Miravete, . "Quantity Discounts for Taste-Varying Consumers," CARESS Working Papres 99-11, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.
  59. Trino-Manuel Niguez & Javier Perote, 2004. "Forecasting the density of asset returns," LSE Research Online Documents on Economics 6845, London School of Economics and Political Science, LSE Library.
  60. Michał Brzeziński, 2013. "Parametric Modelling of Income Distribution in Central and Eastern Europe," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 5(3), pages 207-230, September.
  61. Kleiber, Christian, 1997. "The existence of population inequality measures," Economics Letters, Elsevier, vol. 57(1), pages 39-44, November.
  62. Djennad, Abdelmajid & Rigby, Robert & Stasinopoulos, Dimitrios & Voudouris, Vlasios & Eilers, Paul, 2015. "Beyond location and dispersion models: The Generalized Structural Time Series Model with Applications," MPRA Paper 62807, University Library of Munich, Germany.
  63. Eugenio J. Miravete, 2002. "Estimating Demand for Local Telephone Service with Asymmetric Information and Optional Calling Plans," Review of Economic Studies, Oxford University Press, vol. 69(4), pages 943-971.
  64. Fabio Clementi & Mauro Gallegati & Giorgio Kaniadakis, 2012. "A new model of income distribution: the κ-generalized distribution," Journal of Economics, Springer, vol. 105(1), pages 63-91, January.
  65. Andriëtte Bekker & Jacobus Roux & Thu Pham-Gia, 2009. "The type I distribution of the ratio of independent “Weibullized” generalized beta-prime variables," Statistical Papers, Springer, vol. 50(2), pages 323-338, March.
  66. Saralees Nadarajah & Samuel Kotz, 2006. "Beta trigonometric distributions," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 5(3), pages 207-224, December.
  67. Masayuki Ikeda, 2010. "Equilibrium preference free pricing of derivatives under the generalized beta distributions," Review of Derivatives Research, Springer, vol. 13(3), pages 297-332, October.
  68. Agostino Tarsitano, 2004. "A new class of inequality measures based on a ratio of L-statistics," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(1), pages 137-160.
  69. Gholamreza Hajargsht & William E. Griffiths & Joseph Brice & D.S. Prasada Rao & Duangkamon Chotikapanich, 2011. "GMM Estimation of Income Distributions from Grouped Data," Department of Economics - Working Papers Series 1129, The University of Melbourne.
  70. Giovanni Maria Giorgi & Paola Palmitesta & Corrado Provasi, 2006. "Asymptotic and bootstrap inference for the generalized Gini indices," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(1), pages 107-124.
  71. Rigby, Robert & Stasinopoulos, Dimitrios & Voudouris, Vlasios, 2015. "Flexible statistical models: Methods for the ordering and comparison of theoretical distributions," MPRA Paper 63620, University Library of Munich, Germany.
  72. James B. McDonald & Hieu Nguyen, 2012. "Heteroskedasticity and Distributional Assumptions in the Censored Regression Model," BYU Macroeconomics and Computational Laboratory Working Paper Series 2012-09, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory.
  73. Schluter, Christian & Trede, Mark, 2002. "Tails of Lorenz curves," Journal of Econometrics, Elsevier, vol. 109(1), pages 151-166, July.
  74. Dorothée Boccanfuso & Bernard Decaluwé & Luc Savard, 2008. "Poverty, income distribution and CGE micro-simulation modeling: Does the functional form of distribution matter?," Journal of Economic Inequality, Springer, vol. 6(2), pages 149-184, June.
  75. Duangkamon Chotikapanich & William E. Griffiths, 2006. "Bayesian Assessment of Lorenz and Stochastic Dominance in Income Distributions," Department of Economics - Working Papers Series 960, The University of Melbourne.
  76. Larsen, Bradley J. & Oswald, Florian & Reich, Gregor & Wunderli, Dan, 2012. "A test of the extreme value type I assumption in the bus engine replacement model," Economics Letters, Elsevier, vol. 116(2), pages 213-216.
  77. Pilar Abad Romero & Sonia Benito Muela & Miguel Angel Sánchez Granero & Carmen López, 2013. "Evaluating the performance of the skewed distributions to forecast Value at Risk in the Global Financial Crisis," Documentos de Trabajo del ICAE 2013-40, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  78. Elabed, Ghada & Carter, Michael R., 2015. "Compound-risk aversion, ambiguity and the willingness to pay for microinsurance," Journal of Economic Behavior & Organization, Elsevier, vol. 118(C), pages 150-166.
  79. Shao, Quanxi & Ip, Wai-Cheung & Wong, Heung, 2004. "Determination of embedded distributions," Computational Statistics & Data Analysis, Elsevier, vol. 46(2), pages 317-334, June.
  80. Kabir K. Dutta & David F. Babbel, 2002. "On Measuring Skewness and Kurtosis in Short Rate Distributions: The Case of the US Dollar London Inter Bank Offer Rates," Center for Financial Institutions Working Papers 02-25, Wharton School Center for Financial Institutions, University of Pennsylvania.
  81. Puente-Ajovin, Miguel & Ramos, Arturo, 2015. "An improvement over the normal distribution for log-growth rates of city sizes: Empirical evidence for France, Germany, Italy and Spain," MPRA Paper 67471, University Library of Munich, Germany.
  82. Filippo Domma & Pier Perri, 2009. "Some developments on the log-Dagum distribution," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 18(2), pages 205-220, July.
  83. Ilenia Epifani & Rosella Nicolini, 2009. "On the density distribution across space: a probabilistic approach," UFAE and IAE Working Papers 776.09, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  84. C. J. Adcock, 2005. "Exploiting skewness to build an optimal hedge fund with a currency overlay," The European Journal of Finance, Taylor & Francis Journals, vol. 11(5), pages 445-462.
  85. Maxim Pinkovskiy & Xavier Sala-i-Martin, 2009. "Parametric Estimations of the World Distribution of Income," NBER Working Papers 15433, National Bureau of Economic Research, Inc.
  86. Sarabia, J. -M. & Castillo, Enrique & Slottje, Daniel J., 1999. "An ordered family of Lorenz curves," Journal of Econometrics, Elsevier, vol. 91(1), pages 43-60, July.
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