Bootstrapping quantile correlations with an application for income status across generations

DOI10.1016/J.ECONLET.2023.111160zbMath1524.62177OpenAlexW4372402750MaRDI QIDQ6047352

James P. Ziliak, Carlos Lamarche, Robert Paul Hartley

Publication date: 12 September 2023

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2023.111160

zbMATH Keywords

bootstrap inferencequantile correlationincome and povertyintergenerational correlation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09) Macroeconomic theory (monetary models, models of taxation) (91B64) Statistical methods; economic indices and measures (91B82)

Cites Work

• The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series
• Generalized bootstrap for estimating equations
• The Impacts of Neighborhoods on Intergenerational Mobility I: Childhood Exposure Effects*
• Quantile Correlations and Quantile Autoregressive Modeling
• Wild bootstrap inference for penalized quantile regression for longitudinal data

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