On the identification of joint distributions using marginals and aggregates

C-Tier
Journal: Economics Letters
Year: 2020
Volume: 194
Issue: C

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

A data combination approach is proposed to identify variables’ joint distribution when only their marginals and the distribution of their sum are known. Nonparametric identification is achieved by modelling dependence using a latent common-factor structure. A variation of the well-known Lemma of Kotlarski (Kotlarski,1967) is established. Potential applications are proposed where aggregated data help identify within-household or longitudinal distributions in the absence of intra-household or panel data, respectively.

Technical Details

RePEc Handle
repec:eee:ecolet:v:194:y:2020:i:c:s016517652030269x
Journal Field
General
Author Count
1
Added to Database
2026-01-25