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Testing the correlated random coefficient model

Heckman, James J.; Schmierer, Daniel; Urzua, Sergio - In: Journal of econometrics 158 (2010) 2, pp. 177-203

Persistent link: https://www.econbiz.de/10008839973

Identifying and estimating the distributions of ex post and ex ante returns to schooling

Cunha, Flávio; Heckman, James J. - In: Labour economics : official journal of the European … 14 (2007) 6, pp. 870-893

Persistent link: https://www.econbiz.de/10003586336

On compensation for risk aversion and skewness affection in wages

Hartog, Joop; Vijverberg, Wim P. M. - In: Labour economics : official journal of the European … 14 (2007) 6, pp. 938-956

Persistent link: https://www.econbiz.de/10003586676

Nash bargaining and the wage consequences of educational mismatches

Sattinger, Michael; Hartog, Joop - In: Labour economics : official journal of the European … 23 (2013), pp. 50-56

Persistent link: https://www.econbiz.de/10009783707

Corporate taxes and internal borrowing within multinational firms

Egger, Peter; Keuschnigg, Christian; Merlo, Valeria; … - In: American economic journal : a journal of the American … 6 (2014) 2, pp. 54-93

Persistent link: https://www.econbiz.de/10010372697

Bayesian exploratory factor analysis

Conti, Gabriella; Frühwirth-Schnatter, Sylvia; … - In: Journal of econometrics 183 (2014) 1, pp. 31-57

Persistent link: https://www.econbiz.de/10010506092

Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction

Duong, Diep; Swanson, Norman R. - In: Journal of econometrics 187 (2015) 2, pp. 606-621

Persistent link: https://www.econbiz.de/10011499786

The econometric consequences of the ceteris paribus condition in economic theory

Bierens, Herman J.; Swanson, Norman R. - In: Journal of econometrics 95 (2000) 2, pp. 223-253

Persistent link: https://www.econbiz.de/10001435988

Fixed and long time span jump tests : new Monte Carlo and empirical evidence

Cheng, Mingmian; Swanson, Norman R. - In: Econometrics : open access journal 7 (2019) 1/13, pp. 1-32

Numerous tests designed to detect realized jumps over a fixed time span have been proposed and extensively studied in the financial econometrics literature. These tests differ from “long time span tests” that detect jumps by examining the magnitude of the jump intensity parameter in the data...

Persistent link: https://www.econbiz.de/10012025640

Are starting wages reduced by an insurance premium for preventing wage decline? : testing the prediction of Harris and Holmstrom (1982)

Hartog, Joop; Carvalho, Pedro Miguel Raposo de Medeiros - In: Labour economics : official journal of the European … 48 (2017), pp. 105-119

Persistent link: https://www.econbiz.de/10011950865