Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/324370 
Year of Publication: 
2025
Series/Report no.: 
IZA Discussion Papers No. 17972
Publisher: 
Institute of Labor Economics (IZA), Bonn
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 Müller (Journal of Business & Economic Statistics, 2010), and they and Midões 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.
Subjects: 
asymptotic inference
t-statistic inference approach
inequality
grouping variability
JEL: 
C14
C46
C81
D31
Document Type: 
Working Paper

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