Article ID Journal Published Year Pages File Type
5059617 Economics Letters 2013 4 Pages PDF
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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Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
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Asymptotic and bootstrap inference for top income shares
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