The t-statistic approach to inference for inequality indices: the issue of grouping variability

Nicolas Hérault and Stephen P. Jenkins ()
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Stephen P. Jenkins: LSE

No 686, Working Papers from ECINEQ, Society for the Study of Economic Inequality

Abstract: Ibragimov, Kattuman, and Skrobotov (Econometric Reviews, 2025) propose a "t-statistic" approach to inference for inequality indices building on results provided by Ibragimov and Muller (Journal of Business & Economic Statistics, 2010), and they and Midoes and de Crombrugghe (Journal of Economic Inequality, 2023) evaluate its performance. We highlight a feature of the t-statistic approach - "grouping variability" - that has been understudied to date, showing how this complicates inference for inequality indices.

Keywords: Inequality; t-statistic inference approach; asymptotic inference; grouping variability (search for similar items in EconPapers)
JEL-codes: C14 C46 C81 D31 (search for similar items in EconPapers)
Pages: pages
Date: 2025-08
New Economics Papers: this item is included in nep-ltv
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http://www.ecineq.org/milano/WP/ECINEQ2025-686.pdf First version, 2025 (application/pdf)

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Working Paper: The t-statistic approach to inference for inequality indices: the issue of grouping variability
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