Bootstrapping quantile correlations with an application for income status across generations

Robert Paul Hartley; Carlos Lamarche; James P. Ziliak

doi:10.1016/j.econlet.2023.111160

Bootstrapping quantile correlations with an application for income status across generations

Robert Paul Hartley
, Carlos Lamarche
, James P. Ziliak

Research output: Contribution to journal › Article › peer-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 language	English
Article number	111160
Journal	Economics Letters
Volume	228
DOIs	https://doi.org/10.1016/j.econlet.2023.111160
State	Published - 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

Access to Document

10.1016/j.econlet.2023.111160

Cite this

@article{586e669e6b594393bcb1b0352e72cf38,

title = "Bootstrapping quantile correlations with an application for income status across generations",

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.",

keywords = "Bootstrap inference, Income and poverty, Intergenerational correlation, Quantile correlation",

author = "Hartley, \{Robert Paul\} and Carlos Lamarche and Ziliak, \{James P.\}",

note = "Publisher Copyright: {\textcopyright} 2023 Elsevier B.V.",

year = "2023",

month = jul,

doi = "10.1016/j.econlet.2023.111160",

language = "English",

volume = "228",

}

TY - JOUR

T1 - Bootstrapping quantile correlations with an application for income status across generations

AU - Hartley, Robert Paul

AU - Lamarche, Carlos

AU - Ziliak, James P.

PY - 2023/7

Y1 - 2023/7

N2 - 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.

AB - 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.

KW - Bootstrap inference

KW - Income and poverty

KW - Intergenerational correlation

KW - Quantile correlation

UR - https://www.scopus.com/pages/publications/85159408523

UR - https://www.scopus.com/pages/publications/85159408523#tab=citedBy

U2 - 10.1016/j.econlet.2023.111160

DO - 10.1016/j.econlet.2023.111160

M3 - Article

AN - SCOPUS:85159408523

SN - 0165-1765

VL - 228

JO - Economics Letters

JF - Economics Letters

M1 - 111160

ER -

Bootstrapping quantile correlations with an application for income status across generations

Abstract

Bibliographical note

Keywords

ASJC Scopus subject areas

Access to Document

Other files and links

Fingerprint

Cite this