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Asymptotic and bootstrap inference for top income shares

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  • Brzezinski, Michal

Abstract

We 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 Info

Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 120 (2013)
Issue (Month): 1 ()
Pages: 10-13

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Handle: RePEc:eee:ecolet:v:120:y:2013:i:1:p:10-13

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Web page: http://www.elsevier.com/locate/ecolet

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Keywords: Top income shares; Income distribution; Inference; Bootstrap; Semi-parametric bootstrap;

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