美国1947-1990年替代性收入不平等测度的趋势行为与结构断点

The Trend Behavior of Alternative Income Inequality Measures in the United States From 1947–1990 and the Structural Break

Journal of Business & Economic Statistics · 1994
被引 41
人大 AABS 4

中文导读

检验美国收入不平等时间序列是否存在结构断点,发现分段趋势模型比随机趋势模型更适合描述其变化。

Abstract

This article tests the hypothesis that the time series process of income inequality has experienced a structural break. The timing of the structural break is treated as an unknown parameter to be estimated from the data because it is not possible to associate a single episodic policy event with the break year and to avoid bias in favor of a unit-root hypothesis if the break was near the selected year. For several measures of income inequality a segmented trend model is more appropriate to account for the fundamentals affecting the behavior of income inequality as opposed to a stochastic trend model.

收入不平等结构性断点分段趋势模型美国