Showing 1 - 10 of 21
This paper considers the role of language in labour earnings in South Africa over the period 1996 to 1998. Our pooled cross-section comprises of over 160,000 working age adults, and the analysis considers the decision to participate in the labour force, employment prospects and labour earnings....
Persistent link: https://www.econbiz.de/10005087573
This paper looks at the connection between internal migration and unemployment in South Africa. We examine whether rural-urban migrants are more likely to be unemployed, in informal sector employment or underemployed than non-migrants. We build on standard economic theory to predict that rates...
Persistent link: https://www.econbiz.de/10005087598
In this paper we examine the demand for education among rural Black households in South Africa using nationally representative data from the 1990s. In particular our study focuses on factors affecting schooling decisions at the household level. Our estimation results reveal strong evidence of a...
Persistent link: https://www.econbiz.de/10005064122
This paper studies a general class of nonlinear varying coefficient time series models with possible nonstationarity in both the regressors and the varying coefficient components. The model accommodates a cointegrating structure and allows for endo-geneity with contemporaneous correlation among...
Persistent link: https://www.econbiz.de/10010702338
This paper studies nonlinear cointegration models in which the structural coefficients may evolve smoothly over time …-consistency apply in nonparametric kernel estimation of time-varying coefficient cointegration models. The higher rate of convergence …
Persistent link: https://www.econbiz.de/10010860399
This paper considers a general model specification between a parametric co-integrating model and a nonparametric co-integrating model in a multivariate regression model, which involves a univariate integrated time series regressor and a vector of stationary time series regressors. A new and...
Persistent link: https://www.econbiz.de/10010860405
This paper discusses nonparametric series estimation of integrable cointegration models using Hermite functions. We …
Persistent link: https://www.econbiz.de/10010860416
This article studies a simple, coherent approach for identifying and estimating error correcting vector autoregressive moving average (EC-VARMA) models. Canonical correlation analysis is implemented for both determining the cointegrating rank, using a strongly consistent method, and identifying...
Persistent link: https://www.econbiz.de/10011085533
In this paper, we introduce a new class of bivariate threshold VAR cointegration models. In the models, outside a …>T</i>, which is same as linear cointegration model. The Monte Carlo simulation results suggest that the estimators perform …
Persistent link: https://www.econbiz.de/10011193729
1980:1-2004:4 using bounds testing approach. The bounds test reveals evidence of cointegration between the real GDP and the …
Persistent link: https://www.econbiz.de/10008492268