This paper proposes maximum likelihood estimators for panel seemingly unrelated regressions with both spatial lag and spatial error components. We study the general case where spatial effects are incorporated via spatial errors terms and via a spatial lag dependent variable and where the...

This paper focuses on the estimation and predictive performance of several estimators for the time-space dynamic panel data model with Spatial Moving Average Random Effects (SMA-RE) structure of the disturbances. A dynamic spatial Generalized Moments (GM) estimator is proposed which combines the...

This paper proposes maximum likelihood estimators for panel seemingly unrelated regressions with both spatial lag and spatial error components. We study the general case where spatial effects are incorporated via spatial errors terms and via a spatial lag dependent variable and where the...

This paper examines how productivity effects of human capital and innovation vary at different points of the conditional productivity distribution. Our analysis draws upon two large unbalanced panels of 6,634 enterprises in Germany and 14,586 enterprises in the Netherlands over the period...

We use a quantile regression framework to investigate the degree to which work-related training affects the location, scale and shape of the conditional wage distribution. Human capital theory suggests that the percentage returns to training investments will be the same across the conditional...

We investigate public-private pay determination using French, British and Italian microdata. While traditional methods focus on parametric methods to estimate the public sector pay gap, in this paper, we use both non-parametric (kernel) and quantile regression methods to analyse the distribution...

The publication of the OECD report on the PISA 2000 study induced a public outcry in Germany. On average, German students participating in this standardized test performed considerably below the OECD average and substantially worse than those of other European countries, like Finland or Ireland....

Using harmonised data from the European Union Household Panel, we analyse gender pay gaps by sector across the wages distribution for ten countries. We find that the mean gender pay gap in the raw data typically hides large variations in the gap across the wages distribution. We use quantile...

In this paper, we use quantile regression decomposition methods to analyze the gender gap between men and women who work full time in the Netherlands. Because the fraction of women working full time in the Netherlands is quite low, sample selection is a serious issue. In addition to shedding...

In this paper we make a systematic presentation of returns to education in Austria for the period 1981-1997. We use consistent cross-sections from the Mikrozensus and find falling returns over time. These falling returns are not caused by changes in the sample design and reduced willingness to...