Robust Inference on Income Inequality: $t$-Statistic Based Approaches
收入不平等的稳健推断:基于 t 统计量的方法
Empirical analyses on income and wealth inequality and those in other fields in economics and finance often face the difficulty that the data is heterogeneous, heavy-tailed or correlated in some unknown fashion. The paper focuses on applications of the recently developed \textit{t}-statistic based robust inference approaches in the analysis of inequality measures and their comparisons under the above problems. Following the approaches, in particular, a robust large sample…