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The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives

Nishiyama, Yoshihiko; Robinson, Peter M - Suntory and Toyota International Centres for Economics … - 2005

In a number of semiparametric models, smoothing seems necessary in order to obtain estimates of the parametric component which are asymptotically normal and converge at parametric rate. However, smoothing can inflate the error in the normal approximation, so that refined approximations are of...

Persistent link: https://www.econbiz.de/10005797507

Robustness of bootstrap in instrumental variable regression

Camponovo, Lorenzo; Otsu, Taisuke - Suntory and Toyota International Centres for Economics … - 2014

This paper studies robustness of bootstrap inference methods for instrumental variable (IV)regression models. We consider test statistics for parameter hypotheses based on the IV estimatorand generalized method of trimmed moments (GMTM) estimator introduced by Cížek (2008, 2009),and compare...

Persistent link: https://www.econbiz.de/10010734584

Bootstrap Tests of Stochastic Dominance with AsymptoticSimilarity on the Boundary

Linton, Oliver; Song, Kyungchul; Whang, Yoon-Jae - Suntory and Toyota International Centres for Economics … - 2008

We propose a new method of testing stochastic dominance which improves onexisting tests based on bootstrap or subsampling. Our test requires estimation ofthe contact sets between the marginal distributions. Our tests have asymptoticsizes that are exactly equal to the nominal level uniformly over...

Persistent link: https://www.econbiz.de/10008838727

Estimating Alternative Technology Sets in Nonparametric Efficiency Analysis: Restriction Tests for Panel and Clustered Data

Neumann, Anne; Nieswand, Maria; Schubert, Torben - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2013

Nonparametric efficiency analysis has become a widely applied technique to support industrial benchmarking as well as a variety of incentive- based regulation policies. In practice such exercises are often plagued by incomplete knowledge about the correct specifications of inputs and outputs....

Persistent link: https://www.econbiz.de/10010632799

Distributional and Behavioral Effects of the Gender Wage Gap

Gallego-Granados, Patricia; Geyer, Johannes - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2015

. This allows us to examine the implications of the gender wage gap for income inequality and working incentives. We …

Persistent link: https://www.econbiz.de/10011253072

Static and Dynamic Poverty in Spain, 1993-2000

Martín, Elena Bárcena; Cowell, Frank A - Suntory and Toyota International Centres for Economics … - 2006

We focus on the statics and dynamics of poverty in Spain using data from the first eight waves of the European Community Household Panel from 1994 to 2001, a period not sufficiently covered by recent literature. The results confirm the pattern of poverty changes noted by other authors for the...

Persistent link: https://www.econbiz.de/10005151129

Income Thresholds and Income Classes

D'Ambrosio, Conchita; Muliere, Pietro; Secchi, Piercesare - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2003

. Similarly, indices of social exclusion and sometimes indices of income inequality require detection of thresholds. The …

Persistent link: https://www.econbiz.de/10004963668

Inequality in Greece: An Analysis by Income Source

Papatheodorou, Christos - Suntory and Toyota International Centres for Economics … - 1998

This paper employs a decomposition analysis of inequality by income source to understand and explain particular aspects … of income inequality in Greece. The results suggest that entrepreneurial income is the most significant contributor to … overall inequality in Greece. It is also shown that there is a weak redistributive impact of taxes and social security …

Persistent link: https://www.econbiz.de/10005310313

Migration, the Quality of the Labour Force and Economic Inequality

Kahanec, Martin; Zimmermann, Klaus F. - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2008

Mobility of workers involves flows of labour, human capital and other production factors and thus contributes to a more efficient allocation of resources. Besides these effects on allocative efficiency, migrant flows affect relative wages and also change the international and national...

Persistent link: https://www.econbiz.de/10004963809

Decomposing Inequality in Greece: Results and Policy Implications

Papatheodorou, Christos - Suntory and Toyota International Centres for Economics … - 2000

income inequality in Greece. This analysis is quite revealing for understanding and explaining income idfferences among … certain population subgroups with apparent policy implications. The degree to which overall inequality is attributable to … inequality between these sub groups or to inequality within them is investigated, employing a decomposition analysis by …

Persistent link: https://www.econbiz.de/10005510523