TY  - RPRT
        AU  - Herault, Nicolas
AU  - Jenkins, Stephen P.
        TI  - The T-Statistic Approach to Inference for Inequality Indices: The Issue of Grouping Variability
        PY  - 2025/Jun/
        PB  - Institute of Labor Economics (IZA)
        CY  - Bonn
        T2  - IZA Discussion Paper
        IS  - 17972
        UR  - https://www.iza.org/publications/dp17972
        AB  - 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.
        KW  - asymptotic inference
KW  - t-statistic inference approach
KW  - inequality
KW  - grouping variability
        ER  -