Modarres, Reza; Gastwirth, Joseph L. - In: Oxford Bulletin of Economics and Statistics 68 (2006) 3, pp. 385-390
We will show that the regression approach to estimating the standard error of the Gini index can produce incorrect results as it does not account for the correlations introduced in the error terms once the data are ordered. To assess the effect of ignoring the correlation in the error terms we...