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A theory of socioeconomic disparities in health over the life cycle
Galama, Titus J.; Van Kippersluis, Hans - 2010
Understanding of the substantial disparity in health between low and high socioeconomic status (SES) groups is hampered by the lack of a suffciently comprehensive theoretical framework to interpret empirical facts and to predict yet untested relations. We present a life-cycle model that...
Persistent link: https://www.econbiz.de/10011381036
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The hidden costs of choice in the labor market
Au, Pak Hung; Li, King King; Zhang, Qing; Zhu, Rong - 2023
choice between compensation schemes with and without a CSR component (CSR/NoCSR) on labor market participation decision and … work performance, compared to the alternative of exogenous assignment. Classical economic theory suggests that giving … of choice. When a worker is allowed to choose his or her compensation scheme, the labor market participation rate is …
Persistent link: https://www.econbiz.de/10014431787
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Nonstationarity in GARCH models : a Bayesian analysis
Kleibergen, Frank; Dijk, Herman K. van - 1993
Persistent link: https://www.econbiz.de/10000122477
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Testing for integration using evolving trend and seasonals models : a Bayesian approach
Koop, Gary; Dijk, Herman K. van - 1999
In this paper, we make use of state space models toinvestigate the presence of stochastic trends in economic time series. Amodel is specified where such a trend can enter either in the autoregressiverepresentation or in a separate state equation. Tests based on the formerare analogous to...
Persistent link: https://www.econbiz.de/10011302135
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The Bayesian score statistic
Kleibergen, Frank; Kleijn, Richard; Paap, Richard - 2000
estimators and Bayesianposteriordistributions based on Jeffreys' priors, towards score statistics. Weillustrate the BSS as a …
Persistent link: https://www.econbiz.de/10011303302
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Return and risk of pairs trading using a simulation-based Bayesian procedure for predicting stable ratios of stock prices
Gatarek, Lukasz; Hoogerheide, Lennart F.; Dijk, Herman … - 2014
In this paper we consider two cases of pairs trading strategies: a conditional statistical arbitrage method and an implicit statistical arbitrage method. We use a simulation-based Bayesian procedure for predicting stable ratios, defined in a cointegration model, of pairs of stock prices. We show...
Persistent link: https://www.econbiz.de/10010259626
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Testing for integration using evolving trend and seasonals models : a Bayesian approach
Koop, Gary; Dijk, Herman K. van; Hoek, Henk - 1997
In this paper, we make use of state space models to investigate the presence of stochastic trends in economic time series. A model is specified where such a trend can enter either in the autoregressive representation or in a separate state equation. Tests based on the former are analogous to...
Persistent link: https://www.econbiz.de/10010338455
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The Bayesian score statistic
Kleibergen, Frank; Kleijn, Richard; Paap, Richard - 2000
Persistent link: https://www.econbiz.de/10001471436
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An expansion for the generalized Durbin-Watson and related statistics
Sneek, Kees - 1995
Persistent link: https://www.econbiz.de/10000925515
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A hybrid joint moment ratio test for financial times series
Groenendijk, Patrick A.; Lucas, André; Vries, Casper G. de - 1998
Persistent link: https://www.econbiz.de/10000994244