Mark Trede
Biographic Data
| ID | 6788627 |
|---|---|
| NAME | Mark Trede |
| GIVEN NAMES | Mark |
| FAMILY NAME | Trede |
| SIGNATURE | TREDE M |
| AFFILIATIONS | University of Münster |
| ORCID | 0000-0003-0560-4244 |
| VERIFIED | Yes |
| TOTAL WORKS | 4 |
| TOTAL CITATIONS | 0 |
| AUTHOR COUNT | 4 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2001 |
| LATEST PUBLICATION YEAR | 2026 |
| H-INDEX | 0 |
Multi-Horizon Uniform Superior Predictive Ability Revisited
This paper examines the joint-hypothesis-testing problem that arises when comparing two competing forecast methods across multiple horizons. We focus on the concept of uniform Superior Predictive Ability (uSPA) and investigate the asymptotic properties of the corresponding test statistic. Under standard regularity conditions, the asymptotic distribution under the null hypothesis is derived, ensuring that the test maintains the correct size and ex…
Spatial earnings inequality
Earnings inequality in Germany has increased dramatically. Measuring inequality locally at the level of cities annually since 1985, we find that behind this development is the rapidly worsening inequality in the largest cities, driven by increasing earnings polarisation. In the cross-section, local earnings inequality rises substantially in city size, and this city-size inequality penalty has increased steadily since 1985, reaching an elasticity …
Size distributions reconsidered
We consider tests of the hypothesis that the tail of size distributions decays faster than any power function. These are based on a single parameter that emerges from the Fisher–Tippett limit theorem, and discriminate between leading laws considered in the literature without requiring fully parametric models/specifications. We study the proposed tests taking into account the higher order regular variation of the size distribution that can lead to…
Comparing Income Mobility in Germany and the United States Using Generalized Entropy Mobility Measures
Based on a derivation of the asymptotic sampling distribution of the generalized entropy mobility measures, this paper provides a statistically rigorous analysis of income mobility in Germany and the United States using the panel data set PSID-SOEP equivalent data file. Several alternative measures of income aggregation, inequality measures, and groupings are considered to establish robustness. We find that, to a high degree of statistical confid…
No prominent works on this page.
Comparing Income Mobility in Germany and the United States Using Generalized Entropy Mobility Measures
Based on a derivation of the asymptotic sampling distribution of the generalized entropy mobility measures, this paper provides a statistically rigorous analysis of income mobility in Germany and the United States using the panel data set PSID-SOEP equivalent data file. Several alternative measures of income aggregation, inequality measures, and groupings are considered to establish robustness. We find that, to a high degree of statistical confid…
Size distributions reconsidered
We consider tests of the hypothesis that the tail of size distributions decays faster than any power function. These are based on a single parameter that emerges from the Fisher–Tippett limit theorem, and discriminate between leading laws considered in the literature without requiring fully parametric models/specifications. We study the proposed tests taking into account the higher order regular variation of the size distribution that can lead to…
Spatial earnings inequality
Earnings inequality in Germany has increased dramatically. Measuring inequality locally at the level of cities annually since 1985, we find that behind this development is the rapidly worsening inequality in the largest cities, driven by increasing earnings polarisation. In the cross-section, local earnings inequality rises substantially in city size, and this city-size inequality penalty has increased steadily since 1985, reaching an elasticity …
Multi-Horizon Uniform Superior Predictive Ability Revisited
This paper examines the joint-hypothesis-testing problem that arises when comparing two competing forecast methods across multiple horizons. We focus on the concept of uniform Superior Predictive Ability (uSPA) and investigate the asymptotic properties of the corresponding test statistic. Under standard regularity conditions, the asymptotic distribution under the null hypothesis is derived, ensuring that the test maintains the correct size and ex…
Econometrics (3 works) · Mathematics (3 works) · Demography (2 works) · Economics (2 works) · Inequality (2 works) · Population (2 works) · Statistics (2 works) · Applied Mathematics (1 works) · Complex Systems and Time Series Analysis (1 works) · Demographic economics (1 works)