Showing 1 - 10 of 59
We develop inference tools in a semiparametric regression model with missing response data. A semiparametric regression imputation estimator, a marginal average estimator and a (marginal) propensity score weighted estimator are defined. All the estimators are proved to be asymptotically normal,...
Persistent link: https://www.econbiz.de/10010928736
This study uses a longitudinal data source to study the effects of conflict-induced displacement on labour market outcomes for Bosnians in post-war Bosnia and Herzegovina. To account for endogeneity in the displacement status, I exploit the fact that the level of violence in the pre-war...
Persistent link: https://www.econbiz.de/10010746697
Evidence that asset returns are more highly correlated during volatile markets and during market downturns (see Longin and Solnik, 2001, and Ang and Chen, 2002) has lead some researchers to propose alternative models of dependence. In this paper we develop two simple goodness-of-fit tests for...
Persistent link: https://www.econbiz.de/10010746302
standard correlation-based definition of neutrality. Variance neutrality, Value-at-Risk neutrality and tail neutrality all …
Persistent link: https://www.econbiz.de/10010746652
Power law or generalized polynomial regressions with unknown real-valued exponents and coefficients, and weakly dependent errors, are considered for observations over time, space or space-time. Consistency and asymptotic normality of nonlinear least squares estimates of the parameters are...
Persistent link: https://www.econbiz.de/10011126136
This paper considers the effect of status or relative income on work effort, combining experimental evidence from a gift-exchange game with the analysis of multi-country ISSP survey data. We find a consistent negative effect of others’ incomes on individual effort in both datasets. The...
Persistent link: https://www.econbiz.de/10010746495
his paper analyses the work of the Nobel Prize winning economist Professor Amartya Sen from the perspective of human rights. It assesses the ways in which Sen’s research agenda has deepened and expanded human rights discourse in the disciplines of ethics and economics, and examines how his...
Persistent link: https://www.econbiz.de/10011126641
Persistent link: https://www.econbiz.de/10010884655
A startling fact of firm level productivity analysis is the large and persistent differences in both labour productivity and total factor productivity (TFP) between firms in narrowly defined sectoral classes. The competitiveness of an industry is potentially an important factor explaining this...
Persistent link: https://www.econbiz.de/10010745506
Much of recent Trade theory focuses on heterogeneity of firms and the differential impacttrade policy might have on firms with different levels of productivity. A common problem isthat most firm level dataset do not contain information on output prices of firms which makesit difficult to...
Persistent link: https://www.econbiz.de/10010745877