Warianty tytułu
Szacowanie zmian w rozkładzie dochodów w Czechach z wykorzystaniem modeli mieszanych
Języki publikacji
Abstrakty
W artykule przeprowadzono badanie rozkładu rocznych dochodów netto czeskich rodzin w latach 2004-2009. Jako model dochodów wykorzystano rozkład lognormalny Daguma. Ponadto uwzględniono skończone mieszanki rozkładów. Dane wykorzystane do analizy pochodzą z badania Unii Europejskiej: Statystyka dochodów i warunków życia 2005-2010. Wszystkie oszacowania parametrów otrzymano metodą największej wiarygodności.(abstrakt oryginalny)
In the text the development of distributions (and their characteristics) of the equivalised net annual nominal income in Czech households in 2004-2009 is studied. Three-parametric lognormal and Dagum distributions are used as a model for income probability distribution. Moreover, finite mixtures of these distributions are estimated for the models with an observable component membership (given by the number of economically active members of the household and the number of unemployed members). Data from the European Union survey - Statistics on Income and Living Conditions 2005-2010 - are used for the analysis. All the estimates in the text are obtained using the maximum likelihood method.(original abstract)
Twórcy
autor
- University of Economics in Prague, Czech Republic
Bibliografia
- Bartošová J., Bína V., Modelling of income distribution of czech households in years 1996-2005, Acta Oeconomica Pragensia 2009, 17 (4), pp. 3-18.
- Bílková D., Malá I., Modelling the income distributions in the Czech Republic since 1992, "Austrian Journal of Statistics" 2012, 41 (2), pp. 133-152.
- Bílková D., Recent development of the wage and income distribution in the Czech Republic, "Prague Economic Papers" 2012, 21 (2), pp. 233-250.
- CNB, Czech National Bank, www.cnb.cz. 10.10.2012.
- Cohen A.C., Whitten J.B., Estimation in the three-parameter lognormal distribution, "Journal of American Statistical Association" 1980, 75, pp. 399-404.
- CZSO, Czech Statistical Office, www.czso.cz, 10.10.2012.
- Dagum C., Generation and properties of income distribution functions, [in:] Income and Wealth Distribution, Inequality and Poverty: Proceedings of the Second International Conference on Income Distribution by Size: Generation, Distribution, Measurement and Applications, 23-30 September 1989, University of Pavia, Italy, 1990, pp. 1-17.
- EUROSTAT, http://epp.eurostat.ec.europa.eu/portal/page/portal/income_social_inclusion_ living_conditions, 5.10.2012.
- Kleiber C.A., Guide to the Dagum Distributions, working paper 23/07, Wirtschaftswissenechaftliches Zentrum (WWZ) der Univeritat Basel, URL, http://wwz.unibas.ch/ uploads/tx_x4epublication/23_07.pdf. 2007.
- Kleiber C.A., Guide to the Dagum Distributions, Modeling Income Distributions and Lorenz Curves, Economic Studies in Equality, Social Exclusion and Well-Being, Vol. 5, Springer New York 2008, pp. 97-117.
- Kleiber C., Kotz S., Statistical Size Distributions in Economics and Actuarial Sciences, Wiley-Interscience, New York 2003.
- Mc Donald J.B., Some generalized functions for the size distributions, "Econometrica" 1984, 52 (3), pp. 647-663.
- Pavelka R., Application of density mixture in the probability model construction of wage distributions, [in:] Applications of Mathematics and Statistics in Economy: AMSE 2009, Uherské Hradiště 2009, pp. 341-350.
- RPROGRAM. R Core Team. R: A language and environment for statistical computing, R Foundation for Statistical Computing, Vienna 2012, http://www.R-project.org/.
- RVGAM. Yee T. W. VGAM: Vector Generalized Linear and Additive Models, R package version 0.9-0. 2012, http://CRAN.R-project.org/package=VGAM.
- Titterington D.M., Smith A.F.M., Makov U.E., Statistical Analysis of Finite Mixture Distributions, John Wiley, 1985.
Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.ekon-element-000171307797
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