Nonparametric and Gaussian bivariate transvariation theory: its applications to economics

Camilo Dagum ()
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Camilo Dagum: Princeton University

METRON, 2017, vol. 75, issue 2, No 3, 160 pages

Abstract: Abstract This paper is concerned with the bivariate transvariation theory. It presents an historical account of the subject and a development of the theory. It deals with the probability of transvariation and its related concepts, namely, transvariability and its maximum; the rth moment of transvariation, its maximum and the rth intensity of transvariation; area of transvariation and discriminative value. These concepts are developed without parametric constraint and under the assumption of Gaussian distribution. The sample variances and covariances of the transvariation parameters estimators are herein deduced. The applications, performed on economic variables, underline the fruitfulness of transvariation theory as a quantitative method to deal with comparative statics analysis.

Keywords: Transvariation theory; Bivariate transvariation; Applications to economics (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1007/s40300-017-0113-3

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