Asymptotic and bootstrap inference for top income shares

Michał Brzeziński

No 2013-01, Working Papers from 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.

Keywords: top income shares; income distribution; inference; bootstrap; semi-parametric bootstrap (search for similar items in EconPapers)
JEL-codes: C14 C15 I3 (search for similar items in EconPapers)
Pages: 12 pages
Date: 2013
New Economics Papers: this item is included in nep-ecm
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http://www.wne.uw.edu.pl/inf/wyd/WP/WNE_WP86.pdf First version, 2013 (application/pdf)

Related works:
Journal Article: Asymptotic and bootstrap inference for top income shares (2013)
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Persistent link: https://EconPapers.repec.org/RePEc:war:wpaper:2013-01

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