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Title :所得分布関数のGMM推定
Title alternative :Estimating income distribution function with GMM
Authors :福井, 昭吾
Authors alternative :Fukui, Shogo
Issue Date :31-Dec-2011
Abstract :In this article, we propose GMM estimation method of income distribution with classified data. The method uses class intervals, frequencies and class means. As a result, it is found that the information from class means have an effect on the estimates with GMM. In particular, the estimated mean of the highest class is closer to the sample mean as compared to conventional maximum likelihood estimation.
Type Local :紀要論文
ISSN :09142355
Publisher :鹿児島国際大学附置地域総合研究所
Citation :地域総合研究 Vol.39 no.1-2 p.31 -42
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