Exposé demain matin au workshop de micro-économie, à Rennes. Je présenterais les travaux récents, avec Emmanuel Flachaire, sur le thème Kernel Based Estimation of Inequality Indices and Risk Measures. Les slides sont en ligne.
This week, we will start the crash course on Welfare, Inequality and Poverty. I will upload the slides soon. Reference for the course are the following,
- Atkinson Measuring top incomes: Methodological issuesis
- Atkinson & Morelly Chartbook of economic inequality
- Burricand, Houdré & Seguin Les niveaux de vie en 2010
- Amiel & Cowell Thinking about Inequality
- Cowell Measurement of inequality
- Cowell Measuring Inequality
- Cowell & Flachaire Statistical methods for distributional analysis
- Duclos, & Abdelkrim Poverty and Equity: Measurement, Policy and Estimation with DAD.
- Foster An Axiomatic Characterization of the Theil Measure of Income Inequality
- Haughton & Khandker Handbook on Poverty and Inequality
- Houdré, Missègue & Seguin Inégalités de niveau de vie et pauvreté
- Kahneman, Krueger, Schkade, Schwarz & Stone Would you be happier if you were richer? A focusing illusion
- Lewis & Ulph Poverty, Inequality and Welfare
- Piketty Capital in the Twenty-First Century
- Ravaillon Issues in Measuring and Modelling Poverty
- Sen From Income Inequality to Economic Inequality
- Sen Inequality Reexamined
See also Emmanuel Flachaire’s ECON-473 webpage, as well as Michel Lubrano’s notes. In the introductionary course, I will also mention Le Monde, 2012 (on poverty), with the pdf. An interesting video is based on Norton & Ariely, 2011
I am currently in Leuven for a few days. It is always a pleasure to be back to the place where I defended my PhD, a few years ago.
I will give a talk, tomorrow, at noon, on nonparametric (and kernel related) inference for quantiles and risk measures, inspired by recent work with Emmanuel Flachaire. Our first paper log-transform kernel density estimationof income distribution is online on http://papers.ssrn.com/id=2514882, and should appear soon. Another one it able to be finalised, soon.
This Thursday and Friday, a Colloqium on Insurance and Finance risks will take place in the University of Le Mans. I will be giving a talk on non- and semi-parametric inference for risk measures, inspired by recent work with Emmanuel Flachaire. Our first paper log-transform kernel density estimationof income distribution is online on http://papers.ssrn.com/id=2514882, and should appear soon. The second one is still in progress, codes are still running. I will upload the slides once the working paper is available…
Our paper Log-transform kernel density estimationof income distribution, written with Emmanuel Flachaire is now available on http://papers.ssrn.com/id=2514882,
Standard kernel density estimation methods are very often used in practice to estimate density function. It works well in numerous cases. However, it is known not to work so well with skewed, multimodal and heavy-tailed distributions. Such features are usual with income distributions, defined over the positive support. We first show that a preliminary logarithmic transformation of the data, combined with standard kernel density estimation methods, can provide a much better fit of the overall density estimation. Then, we show that the fit of the bottom of the distribution may not be satisfactory, even if a better fit of the upper tail can be obtained in general.
Emmanuel Flachaire will be presenting some joint work in Càdiz, Spain, tomorrow evening, at the second conference of the International Society of NonParametric Statistics. Jeff invited me a few months ago, to go there, but unfortunately, I’ve already been moving a lot recently. The talk will be based on the same work that I mentioned at the SSC annual conference (Canadian Statistical Society), in Toronto, at the end of May. His talk is on quantiles and inequality indices estimation from heavy-tailed distribution. As mentioned in my previous post, we will upload the slides (and the paper) in a close future.
So, Emmanuel will go there, and enjoy the beach (and the conference, the program is truly amazing).
I will be in Toronto this week, for the SSC annual conference (Canadian Statistical Society), to present some recent work, with Emmanuel Flachaire. Because of some administrative duty last week, I am a bit late, so I won’t be able to upload the slides before the talk. Sorry about that…
More to come when I’ll be back in Montréal !