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Family, community and long-term earnings inequality

Bingley, Paul; Cappellari, Lorenzo; Tatsiramos, Konstantinos - 2016

Persistent link: https://www.econbiz.de/10011500288

Cappellari, Lorenzo; Ghinetti, Paolo; Turati, Gilberto - 2021

This paper investigates the determinants of time and money gifts. We first develop a behavioural model which accounts for both types of donations, as well as for decisions about domestic and market hours of work. We then investigate the issue empirically, using survey data for Italy. Results...

Persistent link: https://www.econbiz.de/10013316768

Testing slope homogeneity in large panels

Pesaran, Mohammad Hashem; Yamagata, Takashi - 2005

This paper proposes a modified version of Swamy's test of slope homogeneity for panel data models where the cross section dimension (N) could be large relative to the time series dimension (T). The proposed test exploits the cross section dispersion of individual slopes weighted by their...

Persistent link: https://www.econbiz.de/10010276162

General diagnostic tests for cross section dependence in panels

Pesaran, Mohammad Hashem - 2004

This paper proposes simple tests of error cross section dependence which are applicable to a variety of panel data models, including stationary and unit root dynamic heterogeneous panels with short T and large N. The proposed tests are based on average of pair-wise correlation coefficients of...

Persistent link: https://www.econbiz.de/10010276163

General Diagnostic Tests for Cross Section Dependence in Panels

Pesaran, Mohammad Hashem - 2004

Persistent link: https://www.econbiz.de/10010276182

Diagnostic tests of cross section independence for nonlinear panel data models

Hsiao, Cheng; Pesaran, Mohammad Hashem; Pick, Andreas - 2007

In this paper we discuss tests for residual cross section dependence in nonlinear panel data models. The tests are based on average pair-wise residual correlation coefficients. In nonlinear models, the definition of the residual is ambiguous and we consider two approaches: deviations of the...

Persistent link: https://www.econbiz.de/10010276209

Diagnostic tests of cross section independence for nonlinear panel data models

Hsiao, Cheng; Pesaran, Mohammad Hashem; Pick, Andreas - 2007

Persistent link: https://www.econbiz.de/10010276260

Econometric analysis of high dimensional VARs featuring a dominant unit

Pesaran, Mohammad Hashem; Chudik, Alexander - 2010

This paper extends the analysis of infinite dimensional vector autoregressive models (IVAR) proposed in Chudik and Pesaran (2010) to the case where one of the variables or the cross section units in the IVAR model is dominant or pervasive. This extension is not straightforward and involves...

Persistent link: https://www.econbiz.de/10010276270

What if the UK had joined the euro in 1999? : An empirical evaluation using a Global VAR

Pesaran, Mohammad Hashem; Smith, L. Vanessa; Smith, Ron P. - 2005

macroeconometric models. As an application we consider UK entry to the euro. Entry involves a long-term commitment to restrict UK … nominal exchange rates and interest rates to be the same as those of the euro area. We derive conditional probability … distributions for the difference between the future realisations of variables of interest (e.g UK and euro area output and prices …

Persistent link: https://www.econbiz.de/10010276168

High School Types, Academic Performance and Early Labour Market Outcomes

Cappellari, Lorenzo - 2004

Using microdata on the 1995 cohort of Italian high school graduates, this paper studies the relationship between the type of high school attended (general versus technical; private versus public) and indicators of subsequent performance. Simultaneity issues that potentially bias this type of...

Persistent link: https://www.econbiz.de/10010261813