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Assessing the statistical significance of inequality differences : the problem of heavy tails

Hérault, Nicolas; Jenkins, Stephen - 2025

Because finite sample inference for inequality indices based on asymptotic methods or the standard bootstrap does not … covering 1977-2018), while also modifying them to deal with weighted data and a large portfolio of inequality indices. We find …

Persistent link: https://www.econbiz.de/10015415322

Income vs. consumption inequality in South Korea : evaluating stochastic dominance rankings by various household attributes

Heshmati, Almas; Rudolf, Robert - 2013

-to-date picture of inequality and poverty by subgroup in South Korea which helps targeting particularly vulnerable groups. Overall …, while inequality in disposable income is found to be often substantial, strong savings preferences of richer households lead … to relatively low consumption inequality. Households headed by elderly, uneducated, divorced or widowed, females and …

Persistent link: https://www.econbiz.de/10010211170

Nonparametric Inferences on Conditional Quantile Processes

Goh, Chuan - 2007

This paper is concerned with tests of restrictions on the sample path of conditional quantile processes. These tests are tantamount to assessments of lack of fit for models of conditional quantile functions or more generally as tests of how certain covariates affect the distribution of an...

Persistent link: https://www.econbiz.de/10012731947

Inference for Local Distributions at High Sampling Frequencies : A Bootstrap Approach

Hounyo, Ulrich - 2018

We study inference for the local innovations of It\^o semimartingales. Specifically, we construct a resampling procedure for the empirical CDF of high-frequency innovations that have been standardized using a nonparametric estimate of its stochastic scale (volatility) and truncated to rid the...

Persistent link: https://www.econbiz.de/10012907894

Quantile treatment effects and bootstrap inference under covariate‐adaptive randomization

Zhang, Yichong; Zheng, Xin - In: Quantitative economics : QE ; journal of the … 11 (2020) 3, pp. 957-982

In this paper, we study the estimation and inference of the quantile treatment effect under covariate‐adaptive randomization. We propose two estimation methods: (1) the simple quantile regression and (2) the inverse propensity score weighted quantile regression. For the two estimators, we...

Persistent link: https://www.econbiz.de/10012315784

Finite sample inference for the maximum score estimand

Rosen, Adam M.; Ura, Takuya - 2020

We provide a ﬁnite sample inference method for the structural parameters of a semiparametric binary response model under a conditional median restriction originally studied by Manski (1975, 1985). Our inference method is valid for any sample size and irrespective of whether the structural...

Persistent link: https://www.econbiz.de/10012216962

Practical and theoretical advances in inference for partially identified models

Canay, Ivan A.; Shaikh, Azeem M. - 2016

This paper surveys some of the recent literature on inference in partially identified models. After reviewing some basic concepts, including the definition of a partially identified model and the identified set, we turn our attention to the construction of confidence regions in partially...

Persistent link: https://www.econbiz.de/10011417422

Statistical Inference for Testing Gini Coefficients : An Application for Colombia

Gamboa, Luis Fernando; Otero, Jesús G.; Garcia-Suaza, … - 2014

with their corresponding standard errors. We find a statistically signicant increase in wage income inequality following …

Persistent link: https://www.econbiz.de/10014201425

Using large samples in econometrics

MacKinnon, James G. - 2021

As I document using evidence from a journal data repository that I manage, the datasets used in empirical work are getting larger. When we use very large datasets, it can be dangerous to rely on standard methods for statistical inference. In addition, we need to worry about computational issues....

Persistent link: https://www.econbiz.de/10012815681

Statistical inference with PLSc using bootstrap confidence intervals

Aguirre-Urreta, Miguel I.; Rönkkö, Mikko - In: Management information systems : mis quarterly 42 (2018) 3, pp. 1001-1020

Persistent link: https://www.econbiz.de/10011919706