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Decomposing the gender wage gap in the Netherlands with sample selection adjustments

Albrecht, James W.; Vuuren, Aico van; Vroman, Susan B. - 2004

In this paper, we use quantile regression decomposition methods to analyzethe gender gap between men and women who work full time in the Nether-lands. Because the fraction of women working full time in the Netherlands isquite low, sample selection is a serious issue. In addition to shedding...

Persistent link: https://www.econbiz.de/10011342574

Measuring the economic value of a marine protection program against the introduction of non-indigenous species in the Netherlands

Nunes, Paulo A. L. D.; Bergh, Jeroen C. J. M. van den - 2002

Harmful algal bIoom species are the cause of important damages to marine living resources and human beings. These marine species are primarily introduced in North-European waters through ballast water, i.e. water trans-ported across the oceans so as to keep a vessel in balance. Port authorities...

Persistent link: https://www.econbiz.de/10011326955

Value-at-risk and extreme returns

Daníelsson, Jón; Vries, Casper G. de - 1997

Accurate prediction of the frequency of extreme events is of primary importance in many financialapplications such as Value-at-Risk (VaR) analysis. We propose a semi-parametric method for VaRevaluation. The largest risks are modelled parametrically, while smaller risks are captured by the...

Persistent link: https://www.econbiz.de/10010533206

Productivity gains from offshoring : an empirical analysis for the Netherlands

Butter, Frank A. G. den; Pattipeilohy, Christiaan - 2007 - This version: 19 November 2007

A major question in the globalization debate is whether outsourcing and offshoring activities are beneficial to the home country. This paper investigates the effects on productivity and trade from the perspective of transaction costs, using a recent theory on trade in tasks. A production...

Persistent link: https://www.econbiz.de/10011373831

What explains the variation in estimates of labour supply elasticities?

Evers, Michiel; Mooij, Ruud A. de; Vuuren, Danie͏̈l J. van - 2006

This paper performs a meta-analysis of empirical estimates of uncompensated labour supply elasticities. We find that much of the variation in elasticities can be explained by the variation in gender, participation rates, and country fixed effects. Country differences appear to be small though....

Persistent link: https://www.econbiz.de/10011348713

Trade between China and the Netherlands : a case study of globalization

Butter, Frank A. G. den; Hayat, Raphie - 2008

Persistent link: https://www.econbiz.de/10003645152

Trade between China and the Netherlands : a case study of globalization

Butter, Frank A. G. den; Hayat, Raphie - 2008 - Version 12 February 2008

During the last decades, the growth of trade between China and the Netherlands has been larger than the increase in bilateral trade flows between China and most other countries. Using a time series based gravity model, this paper investigates the main determinants of this increase. The empirical...

Persistent link: https://www.econbiz.de/10011374425

Decomposing portfolio value-at-risk : a general analysis

Hallerbach, Winfried G. - 1999 - This rev.: May 10, 1999

orhistorical and Monte Carlo simulation methods. Although these approaches to overall VaR estimation have receivedsubstantial … proposed estimation approach pairs intuitiveappeal with computational efficiency. We evaluate various alternative estimation …

Persistent link: https://www.econbiz.de/10011301159

Relating stochastic volatility estimation methods

Bos, Charles S. - 2011

Estimation of the volatility of time series has taken off since the introduction of the GARCH and stochastic volatility … unobserved stochastic volatility, and the varying approaches that have been taken for such estimation. In order to simplify the … comprehension of these estimation methods, the main methods for estimating stochastic volatility are discussed, with focus on their …

Persistent link: https://www.econbiz.de/10011386124

GARCH effects on a test of cointegration

Franses, Philip H.; Kofman, Paul; Moser, James - 1992

Persistent link: https://www.econbiz.de/10000122460

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