This paper considers the problem of statistical inference with estimated Lorenz curves and income shares. The asymptotic distribution of a vector of Lorenz curve ordinates corresponding to a set of cdf abscissa values is shown to be normal with a variance-covariance structure that depends only...

This paper develops an exact maximum likelihood technique for estimating regression equation with general p'th order autoregressive disturbances. Recent expression of the analytic inverse of the covariance matrix of a stationary AR(p) process provide the basis for an iterative, modified...

This paper applies the recent theoretical method of Richmond (1982) on estimating joint confidence intervals to the case of Lorenz curves. Using the results of Beach and Davidson (1982) on the asymptotic distribution of a vector of Lorenz curve ordinates, the paper provides joint confidence...

Dans cette etude, on utilise les donnees longitudinales extraites des dossiers fiscaux des deux dernieres decennies et l'analyse par cohortes synthetiques pour examiner les tendances des revenus.

Le present document porte sur la variabilite des gains des travailleurs au Canada de 1982 a 1997 et sur l'evolution de cette variabilite en fonction du taux de chomage et de la croissance du produit interieur brut (PIB) reel durant cette periode. En utilisant un grand panel de donnees fiscales,...

The paper employs data from the 1986-87 Labour Market Activity Survey to investigate empirically how the wage rates of female paid workers in Canada change when they change jobs, in particular whether Canadian women realize short-run wage gains from job mobility. Following Mincer (1986), we...

This paper examines the variability of workers' earnings in Canada over the period 1982-2006. We decompose the total variance of workers' earnings into a 'permanent' component between workers and a 'transitory' earnings instability component over time for given workers. We then investigate the...

This paper examines how middle-class earnings in Canada have changed between 1970 and 2005 using Census microdata. Middle-class earnings are defined as workers’ earnings between 50 and 150 percent of the median or as earnings between the 20th and 80th percentile earnings. The analysis...

This Study examines the earnings mobility of Canadian immigrants using the large IMDB microdata file. We examine earnings transition matrices of immigrants over ten years after landing in Canada for three landing cohorts – 1982, 1988, and 1994. Immigrants also arrive under four separate...