Search results for "Statistica"

showing 10 items of 5969 documents

Inference for Lorenz curve orderings

1999

In this paper we consider the issue of performing statistical inference for Lorenz curve orderings. This involves testing for an ordered relationship in a multivariate context and making comparisons among more than two population distributions. Our approach is to frame the hypotheses of interest as sets of linear inequality constraints on the vector of Lorenz curve ordinates, and apply order-restricted statistical inference to derive test statistics and their sampling distributions. We go on to relate our results to others which have appeared in recent literature, and use Monte Carlo analysis to highlight their respective properties and comparative performances. Finally, we discuss in gener…

Economics and EconometricsLinear inequalitySampling distributionFrequentist inferenceEconometricsFiducial inferenceStatistical inferenceInferenceLorenz curveMathematical economicsStatistical hypothesis testingMathematicsThe Econometrics Journal
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Convergence in the OECD: Transitional Dynamics or Narrowing Steady-State Differences?

2004

I. INTRODUCTION Research on growth and convergence has proceeded through several stages that can be described as a process of accommodating cross-country heterogeneity into the convergence equation. In the first stage, the world could be described as countries approaching to equal (absolute convergence) or to different (conditional convergence) steady states. In both cases--see Baumol (1986) Barro and Sala i Martin (1992), or Mankiw et al. (1992)--the assumption of parameter homogeneity of the underlying production function was assumed and not tested. Later, some researchers (Knight et al. [1993], Islam [1995], Durlauf and Johnson [1995], or Caselli et al. [1996], among others) began to cha…

Economics and EconometricsRate of convergenceConditional convergenceEconometricsEconomicsEstimatorConvergence (economics)Statistical dispersionProduction functionConstant termGeneral Business Management and AccountingPanel dataEconomic Inquiry
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Estimating Engel curves under unit and item nonresponse

2010

SUMMARY This paper estimates food Engel curves using data from the first wave of the Survey on Health, Aging and Retirement in Europe (SHARE). Our statistical model simultaneously takes into account selectivity due to unit and item nonresponse, endogeneity problems, and issues related to flexible specification of the relationship of interest. We estimate both parametric and semiparametric specifications of the model. The parametric specification assumes that the unobservables in the model follow a multivariate Gaussian distribution, while the semiparametric specification avoids distributional assumptions about the unobservables. Copyright © 2011 John Wiley & Sons, Ltd.

Economics and EconometricsSettore SECS-P/05 - EconometriaStatistical modelMultivariate normal distributionUnit (housing)Engel curve Unit nonresponse Item nonresponse Endogeneity semiparametric estimationEngel curveStatisticsEconomicsEconometricsStatistics::MethodologyEndogeneitySocial Sciences (miscellaneous)Parametric statistics
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Insurance fraud detection: A statistically validated network approach

2022

Fraud is a social phenomenon, and fraudsters often collaborate with other fraudsters, taking on different roles. The challenge for insurance companies is to implement claim assessment and improve fraud detection accuracy. We developed an investigative system based on bipartite networks, highlighting the relationships between subjects and accidents or vehicles and accidents. We formalize filtering rules through probability models and test specific methods to assess the existence of communities in extensive networks and propose new alert metrics for suspicious structures. We apply the methodology to a real database-the Italian Antifraud Integrated Archive-and compare the results to out-of-sam…

Economics and EconometricsSettore SECS-S/06 -Metodi Mat. dell'Economia e d. Scienze Attuariali e Finanz.Accountingstatistically validated networksbipartite networksFinanceinsurance fraud detectionJournal of Risk and Insurance
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The environmental Kuznets curve within European countries and sectors: greenhouse emission, production function and technology

2018

Based on the environmental Kuznets curve (EKC) hypothesis and the technological change and the environment literature, our original contribution consists in analysing within the decomposition model the direct and indirect influence of technological change as well as the energy mix on CO2 emissions. Focusing on the dirtiest sectors of 25 EU countries in the period 1997-2005 and considering the endogeneity issue, we estimate an adjusted EKC relationship comparing a single equation model (univariate model) with a simultaneous equations system (bivariate model). Following Lopez (J Environ Econ Manag 27:163-184, 1994), a second equation is introduced where per capita income is a positive functio…

Economics and EconometricsSociology and Political ScienceR&ampScale effect020209 energyD expenditureAir pollution202 engineering and technologyGross domestic productPhysical capitalKuznets curveemissionTechnique effect0202 electrical engineering electronic engineering information engineeringEconometricsEconomicsAir Pollution Environmental Kuznets curve; Technological progress; Structural change; Environmental policy sustainable development; CO2 emissionComposition effectProductivityInput/energy mix effectTechnological changeSimultaneous equations modelCOEconomyjel:Q55Greenhouse gasEnvironmental Kuznets curveSettore SECS-S/03 - Statistica Economicajel:Q53EU countrieEnergy sourceFinance
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"Facta non verba" : an experiment on pledging and giving

2015

International audience; We design an experiment to investigate whether asking people to state how much they will donate to a charity (i.e., to pledge) increases their actual donation. Individuals’ endowment is either certain or a random variable. We study different types of pledges, namely, private, public and irrevocable, which differ in terms of the cost to the individual for not keeping the promise. We show that in absence of endowment uncertainty, private and public pledges are associated with lower donations as compared to donations in the no-pledge case: private pledges slightly reduce donations and public pledges reduce them more significantly. Donations increase with uncertainty (in…

Economics and EconometricsSociology and Political Sciencecharitable givingEndowmentmedia_common.quotation_subject050109 social psychologyMonetary economicsjel:D64Pledgejel:D03Dictator gameState (polity)Political sciencedictator game0502 economics and businessEconomics0501 psychology and cognitive sciencesStatistical dispersionJEL: C - Mathematical and Quantitative Methods/C.C9 - Design of Experiments/C.C9.C91 - Laboratory Individual BehaviorJEL: D - Microeconomics/D.D6 - Welfare Economics/D.D6.D64 - Altruism • Philanthropy050207 economicsApplied PsychologyPledgemedia_commonLaw and economicsjel:C91business.industryCommunication05 social sciencesCharity givingPublic relations[SHS.ECO]Humanities and Social Sciences/Economics and FinanceCharity givingPledgeCommitmentCommunicationExperimentsCommitmentDonation[SHS.GESTION]Humanities and Social Sciences/Business administrationbusinessExperimentsJEL: D - Microeconomics/D.D0 - General/D.D0.D03 - Behavioral Microeconomics: Underlying PrinciplesCharity giving; Pledge; Commitment; Communication; ExperimentsJEL: D - Microeconomics/D.D0 - General
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Geographical distribution of crime in Italian provinces: a spatial econometric analysis

2009

For a long time social sciences scholars from different fields have devoted their attention to identifying the causes leading to commit criminal offences and recently lots of studies have included the analysis of spatial effects. Respect to the Italian crime phenomenon some stylized facts exist: high spatial and time variability and presence of “organised crime” (e.g. Mafia and Camorra) deep-seated in some local territorial areas. Using explanatory spatial data analysis, the paper firstly explores the spatial structure and distribution of four different typologies of crimes (murders, thefts, frauds, and squeezes) in Italian provinces in two years, 1999 and 2003. ESDA allows us to detect som…

Economics and EconometricsStylized factbusiness.industryGeography Planning and DevelopmentDistribution (economics)jel:C21Commitjel:K42GeographyOrder (exchange)Settore SECS-S/03 - Statistica EconomicaCrime Spatial EconometricsDeterrence (legal)Spatial econometricsOrganised crimeEconomic geographybusinessSpatial analysisSocial Sciences (miscellaneous)Jahrbuch für Regionalwissenschaft
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Noise-induced transitions in a stochastic Goodwin-type business cycle model

2017

Abstract We motivate and specify a stochastic Goodwin-type business cycle model. Our analysis focusses on a subset of the parameter space where several attractors coexist. Applying a semi-numerical approach based on the stochastic sensitivity function and confidence domains due to Milstein and Ryashko (1995) , we study random transitions between stable attractors in the context of the Goodwin-type economy embedded in an uncertain environment. Relying on a mix of analytical considerations and simulations we demonstrate that under weak noise levels regime switching is a prominent feature in the presence of low saving rates. Moreover, we explain how increased uncertainty can induce an essentia…

Economics and EconometricsVan der Pol oscillatorProcess (engineering)Computer science010102 general mathematics05 social sciencesContext (language use)Type (model theory)Parameter space01 natural sciencesNoise (electronics)0502 economics and businessAttractorBusiness cycleStatistical physics0101 mathematicsMathematical economics050205 econometrics Structural Change and Economic Dynamics
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Assessment of Sustainable Well-being in the Italian Regions: An Activity Analysis Model

2018

Applying the theoretical framework of productive analysis, the paper proposes an evaluation of regional sustainable well-being (SWB) in terms of efficiency. By means of an Activity Analysis Model (AA) (Fare et al., 1996), desirable and undesirable outcomes of development have been simultaneously used to evaluate the sustainable well-being of Italian regions. Data on equal and sustainable well-being provided by the Italian Statistical Office for the year 2010 has been used. The analysis reveals that only four regions achieve sustainable well-being, balancing socio-economic and environmental outcomes and resources. Finally, the study points out the advantages of AA for policy purposes by comp…

Economics and Econometricsbusiness.industrySustainable well-being Activity Analysis EfficiencyEnvironmental resource management0211 other engineering and technologies021107 urban & regional planning02 engineering and technology010501 environmental sciencesComposite indicatorEnvironmental economics01 natural sciencesSettore SECS-S/06 -Metodi Mat. dell'Economia e d. Scienze Attuariali e Finanz.Well-beingSettore SECS-S/03 - Statistica Economicabusiness0105 earth and related environmental sciencesGeneral Environmental Science
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LATVIAN INNOVATION ACTIVITY AND PERSPECTIVES IN THE EU CONTEXT

2013

The new Europe 2020 Strategy for smart, sustainable and inclusive growth has identified innovation as one of the core drivers that can get European countries out of the current economic crisis. The Europe 2020 Strategy sets a 3% of the EU’s GDP to be invested in RD the statistics database of the Central Statistical Bureau of Latvia; Eurostat and other international statistical and methodological materials. Bibliography review, as well as methods of statistical analysis such as grouping, processing and comparative analysis has mainly been used in the paper. DOI: http://dx.doi.org/10.5755/j01.eis.0.7.4119

EconomyRegional scienceEconomicslanguageLatvianContext (language use)Statistical analysisInclusive growthlanguage.human_languageR&D intensityEuropean Integration Studies
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