Asymptotic and bootstrap inference for top income shares

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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Year of publication:	2013
Authors:	Brzeziński, Michał
Institutions:	Wydział Nauk Ekonomicznych, Uniwersytet Warszawski
Subject:	top income shares \| income distribution \| inference \| bootstrap \| semi-parametric bootstrap

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Extent:	application/pdf
Series:	Working Papers.
Type of publication:	Book / Working Paper
Notes:	Number 2013-01 12 pages
Classification:	C15 - Statistical Simulation Methods; Monte Carlo Methods ; C14 - Semiparametric and Nonparametric Methods ; I3 - Welfare and Poverty
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010607594