Showing 1 - 10 of 428
The presence of cross-sectionally correlated error terms invalidates much inferential theory of panel data models … for stationary panel regressions with multifactor error structure. This paper extends this work and examines the important …
Persistent link: https://www.econbiz.de/10005763482
This paper considers testing the hypothesis that errors in a panel data model are weakly cross sectionally dependent … the range [0, 1/4], for all combinations of N and T, and irrespective of whether the panel contains lagged values of the …
Persistent link: https://www.econbiz.de/10010990929
based on average of pair-wise correlation coefficients of the OLS residuals from the individual regressions in the panel …This paper proposes simple tests of error cross section dependence which are applicable to a variety of panel data …
Persistent link: https://www.econbiz.de/10005703712
This paper proposes a parametric approach to estimating a dynamic binary response panel data model that allows for …
Persistent link: https://www.econbiz.de/10010705558
This paper provides a review of linear panel data models with slope heterogeneity, introduces various types of random … models, and the more recent developments in the area of cross-sectional dependence in panel data models. …
Persistent link: https://www.econbiz.de/10005566372
This paper proposes a quantile regression estimator for a panel data model with interactive effects potentially …
Persistent link: https://www.econbiz.de/10010754116
The UK’s Equal Opportunities Commission has recently drawn attention to the ‘hidden brain drain’ when women working part-time are employed in occupations below those for which they are qualified. These inferences were based on self-reporting. We give an objective and quantitative analysis...
Persistent link: https://www.econbiz.de/10005703683
Two particular features of the position of women in the British labour market are the extensive role of part-time work and the large part-time pay penalty. Part-time work features most prominently when women are in their 30s, the peak childcare years and, particularly for more educated women, a...
Persistent link: https://www.econbiz.de/10005822200
At the firm level, revenue and costs are well measured but prices and quantities are not. This paper shows that because of these data limitations estimates of returns to scale at the firm level are for the revenue function, not production function. Given this observation, the paper argues that,...
Persistent link: https://www.econbiz.de/10005822822
Using a differences-in-differences approach and controlling for individual unobserved heterogeneity, we evaluate the impact of a 1999 law that granted all workers with children younger than 7 years old protection against a layoff if the worker had previously asked for a work-week reduction due...
Persistent link: https://www.econbiz.de/10010766374