Asymptotic and bootstrap inference for top income shares
AbstractWe analyse statistical inference for top income shares in finite samples. The asymptotic inference performs poorly even in large samples. The standard bootstrap tests give some improvement, but can be unreliable. The semi-parametric bootstrap approach is accurate in moderate and larger samples.
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 120 (2013)
Issue (Month): 1 ()
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Web page: http://www.elsevier.com/locate/ecolet
Top income shares; Income distribution; Inference; Bootstrap; Semi-parametric bootstrap;
Other versions of this item:
- Michał Brzeziński, 2013. "Asymptotic and bootstrap inference for top income shares," Working Papers 2013-01, Faculty of Economic Sciences, University of Warsaw.
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- I3 - Health, Education, and Welfare - - Welfare, Well-Being, and Poverty
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