2011 Fiscal Year Final Research Report
The measurement of economic inequality by time series models
| Project/Area Number |
21530194
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Single-year Grants |
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| Section | 一般 |
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| Research Field |
Economic statistics
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| Research Institution | Chiba University |
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Principal Investigator |
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| Co-Investigator(Renkei-kenkyūsha) |
KAKAMU Kazuhiko 千葉大学, 法経学部, 准教授 (00456005)
OGA Takashi 千葉大学, 法経学部, 准教授 (50326005)
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| Project Period (FY) |
2009 – 2011
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| Keywords | 所得分布 / ジニ係数 / グループ・データ / MCMC法 |
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| Research Abstract |
We propose a estimation and a testing based on grouped data of Family Income and Expenditure Survey. The method is given by a normal approximation of selected order statistics, and can be applied to a testing. We extend a model of the method to a stochastic volatility time series model.
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