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Asymptotic and bootstrap inference for top income shares

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  • Michał Brzeziński

    ()
    (Faculty of Economic Sciences, University of Warsaw)

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. Semi-parametric bootstrap approach is accurate in moderate and larger samples.

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File URL: http://www.wne.uw.edu.pl/inf/wyd/WP/WNE_WP86.pdf
File Function: First version, 2013
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Bibliographic Info

Paper provided by Faculty of Economic Sciences, University of Warsaw in its series Working Papers with number 2013-01.

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Length: 12 pages
Date of creation: 2013
Date of revision:
Handle: RePEc:war:wpaper:2013-01

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Keywords: top income shares; income distribution; inference; bootstrap; semi-parametric bootstrap;

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  1. Anthony B. Atkinson & Thomas Piketty & Emmanuel Saez, 2009. "Top Incomes in the Long Run of History," NBER Working Papers 15408, National Bureau of Economic Research, Inc.
  2. Samuel Dastrup & Rachel Hartshorn & James McDonald, 2007. "The impact of taxes and transfer payments on the distribution of income: A parametric comparison," Journal of Economic Inequality, Springer, Springer, vol. 5(3), pages 353-369, December.
  3. Andrew Leigh & Pierre van der Eng, 2007. "Top Incomes in Indonesia, 1920-2004," CEPR Discussion Papers, Centre for Economic Policy Research, Research School of Economics, Australian National University 549, Centre for Economic Policy Research, Research School of Economics, Australian National University.
  4. Atkinson, A. B. & Piketty, Thomas (ed.), 2007. "Top Incomes Over the Twentieth Century: A Contrast Between Continental European and English-Speaking Countries," OUP Catalogue, Oxford University Press, Oxford University Press, number 9780199286881, October.
  5. Thomas Piketty & Nancy Qian, 2009. "Income Inequality and Progressive Income Taxation in China and India, 1986-2015," American Economic Journal: Applied Economics, American Economic Association, American Economic Association, vol. 1(2), pages 53-63, April.
  6. Russell Davidson & Emmanuel Flachaire, 2006. "Asymptotic And Bootstrap Inference For Inequality And Poverty Measures," Departmental Working Papers, McGill University, Department of Economics 2005-06, McGill University, Department of Economics.
  7. Butler, Richard J. & McDonald, James B., 1989. "Using incomplete moments to measure inequality," Journal of Econometrics, Elsevier, Elsevier, vol. 42(1), pages 109-119, September.
  8. Cowell, Frank A. & Flachaire, Emmanuel, 2007. "Income distribution and inequality measurement: The problem of extreme values," Journal of Econometrics, Elsevier, Elsevier, vol. 141(2), pages 1044-1072, December.
  9. Richard Burkhauser & Shuaizhang Feng & Stephen Jenkins & Jeff Larrimore, 2009. "Recent Trends in Top Income Shares in the USA: Reconciling Estimates from March CPS and IRS Tax Return Data," Working Papers 09-26, Center for Economic Studies, U.S. Census Bureau.
  10. Christian Schluter, 2012. "On the problem of inference for inequality measures for heavy‐tailed distributions," Econometrics Journal, Royal Economic Society, Royal Economic Society, vol. 15(1), pages 125-153, 02.
  11. McDonald, James B, 1984. "Some Generalized Functions for the Size Distribution of Income," Econometrica, Econometric Society, Econometric Society, vol. 52(3), pages 647-63, May.
  12. Beach, Charles M & Davidson, Russell, 1983. "Distribution-Free Statistical Inference with Lorenz Curves and Income Shares," Review of Economic Studies, Wiley Blackwell, Wiley Blackwell, vol. 50(4), pages 723-35, October.
  13. Vijay Verma & Gianni Betti, 2011. "Taylor linearization sampling errors and design effects for poverty measures and other complex statistics," Journal of Applied Statistics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 38(8), pages 1549-1576, August.
  14. Russell Davidson, 2012. "Statistical inference in the presence of heavy tails," Econometrics Journal, Royal Economic Society, Royal Economic Society, vol. 15(1), pages C31-C53, 02.
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