When the imputed values are treated as if they were observed the precision of the estimates is generally overstated. In the paper three variance methods under imputatation are taken into account. Two of them are the well known bootstrap and Multiple Imputation. The third is a new method based on...

This chapter discusses the formal and informal techniques that are commonly used to give quantitative answers in the field of distributional analysis. To this end, it covers subjects including inequality, poverty, and the modeling of income distributions. It also deals with parametric and...

This paper studies inference for the realized Laplace transform (RLT) of volatility in a fixed‐span setting using bootstrap methods. Specifically, since standard wild bootstrap procedures deliver inconsistent inference, we propose a local Gaussian (LG) bootstrap, establish its first‐order...