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In this paper we describe a methodology for enriching an income dataset with information on expenditures using a semi-parametric imputation technique. Engel curves are first estimated semi-parametrically on household budget data. We then show how the technique can be used to impute expenditure...
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We study the robustness of block resampling procedures for time series. We first derive a set of formulas to characterize their quantile breakdown point. For the moving block bootstrap and the subsampling, we find a very low quantile breakdown point. A similar robustness problem arises in...
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