Bootstrapping quantile correlations with an application for income status across generations

Robert Paul Hartley, Carlos Lamarche, James P. Ziliak

Research output: Contribution to journalArticlepeer-review

1 Scopus citations

Abstract

We investigate statistical inference for a quantile correlation coefficient. We propose a bootstrap approach and demonstrate the validity of the method. To illustrate the approach, we estimate an intergenerational income parameter using the Panel Study of Income Dynamics.

Original languageEnglish
Article number111160
JournalEconomics Letters
Volume228
DOIs
StatePublished - Jul 2023

Bibliographical note

Publisher Copyright:
© 2023 Elsevier B.V.

Keywords

  • Bootstrap inference
  • Income and poverty
  • Intergenerational correlation
  • Quantile correlation

ASJC Scopus subject areas

  • Finance
  • Economics and Econometrics

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