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Setting a Good Example? Examining Sibling Spillovers in Education Achievement Using a Regression Discontinuity Design

Karbownik, Krzysztof - 2019

We identify externalities in human capital production function arising from sibling spillovers. Using regression discontinuity design generated by school-entry cutoffs and school records from one district in Florida, we find positive spillover effects from an older to a younger child in less...

Persistent link: https://www.econbiz.de/10012891055

Harding, Matthew - 2018

Pesaran (2015) and demonstrates that the extension to the estimation of dynamic quantile regression models is feasible under …

Persistent link: https://www.econbiz.de/10012908711

On the Capital Structure of Foreign Subsidiaries : Evidence from a Panel Data Quantile Regression Model

Miniaci, Raffaele; Panteghini, Paolo - 2021

estimation of unconditional quantile partial effects in a model with correlated random effects. The results show that the impact …

Persistent link: https://www.econbiz.de/10013226660

Persistence in the Realized Betas : Some Evidence for the Spanish Stock Market

Caporale, Guglielmo Maria - 2020

This paper examines the stochastic behaviour of the realized betas within the one-factor CAPM for the six companies with the highest market capitalization included in the Spanish IBEX stock market index. Fractional integration methods are applied to estimate their degree of persistence at the...

Persistent link: https://www.econbiz.de/10012838240

Techies and Firm Level Productivity

Harrigan, James; Reshef, Ariell; Toubal, Farid - 2023

STEM-skill intensive and are associated with innovation, as well as with technology adoption, management, and diffusion …

Persistent link: https://www.econbiz.de/10014348039

Foreign Competition and Domestic Innovation : Evidence from U.S. Patents

Autor, David H. - 2019

emanating from China's economic ascent could in theory either augment or stifle U.S. innovation. Using three decades of U ….S. patents matched to corporate owners, we quantify how foreign competition affects domestic innovation. Rising import exposure …

Persistent link: https://www.econbiz.de/10012861408

Effects of Innovation on Employment : A Dynamic Panel Analysis

Lachenmaier, Stefan; Rottmann, Horst - 2021

panel GMM system estimation we find positive effects of innovation on employment. This result is robust to the use of …This paper estimates the effect of innovation on employment at the firm level. Our uniquely long innovation panel data … set of German manufacturing firms covers more than 20 years and allows us to use various innovation measures. We can …

Persistent link: https://www.econbiz.de/10013317021

Variable Selection and Forecasting in High Dimensional Linear Regressions with Structural Breaks

Chudik, Alexander - 2020

This paper is concerned with problem of variable selection and forecasting in the presence of parameter instability. There are a number of approaches proposed for forecasting in the presence of breaks, including the use of rolling windows or exponential down-weighting. However, these studies...

Persistent link: https://www.econbiz.de/10012825993

Identification and Estimation of Categorical Random Coefficient Models

Gao, Zhan; Pesaran, M. Hashem - 2022

This paper proposes a linear categorical random coefficient model, in which the random coefficients follow parametric categorical distributions. The distributional parameters are identified based on a linear recurrence structure of moments of the random coefficients. A Generalized Method of...

Persistent link: https://www.econbiz.de/10013291320

Variable Selection in High Dimensional Linear Regressions with Parameter Instability

Chudik, Alexander; Pesaran, M. Hashem; Sharifvaghefi, Mahrad - 2023

establish three main theorems on selection, estimation post selection, and in-sample fit. These theorems provide justification …

Persistent link: https://www.econbiz.de/10014262743

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