L-moments skewness and kurtosis as measures of regional convergence and cohesion
Katarzyna Kopczewska ()
Statistica Neerlandica, 2014, vol. 68, issue 4, 251-266
Abstract:
type="main">
The paper deals with the statistical modeling of convergence and cohesion over time with the use of kurtosis, skewness and L-moments. Changes in the shape of the distribution related to the spatial allocation of socio-economic phenomena are considered as an evidence of global shift, divergence or convergence. Cross-sectional time-series statistical modeling of variables of interest is to overpass the minors of econometric theoretical models of convergence and cohesion determinants. L-moments perform much more stable and interpretable than classical measures. Empirical evidence of panel data proves that one pure pattern (global shift, polarization or cohesion) rarely exists and joint analysis is required.
Date: 2014
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)
Downloads: (external link)
http://hdl.handle.net/10.1111/stan.12031 (text/html)
Access to full text is restricted to subscribers.
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:bla:stanee:v:68:y:2014:i:4:p:251-266
Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0039-0402
Access Statistics for this article
Statistica Neerlandica is currently edited by Miroslav Ristic, Marijtje van Duijn and Nan van Geloven
More articles in Statistica Neerlandica from Netherlands Society for Statistics and Operations Research
Bibliographic data for series maintained by Wiley Content Delivery ().