An important issue in the analysis of cross-sectional dependence which has received renewed interest in the past few years is the need for a better understanding of the extent and nature of such cross dependencies. In this paper we focus on measures of cross-sectional dependence and how such...

Atypical employment arrangements such as agency temporary work and contracting have long been criticized as offering more precarious and unstable work than regular employment. Using data from two datasets - the CAEAS and the NLSY79 we determine whether workers who take such jobs rather than...

Atypical work arrangements have long been criticized as offering more precarious and lower paid work than regular open-ended employment. In an important paper, Booth et al. (2002) were among the first to recognize that notwithstanding their potential deficiencies, such jobs also functioned as a...

Alternative work arrangements (AWAs), such as contracting, consulting, and temporary work, have been criticized as providing only atypical, even precarious, employment. Yet they may also allow workers to locate suitable job matches. Exploiting data from all four Contingent and Alternative...

This paper introduces a novel approach for dealing with the 'curse of dimensionality' in the case of large linear dynamic systems. Restrictions on the coefficients of an unrestricted VAR are proposed that are binding only in a limit as the number of endogenous variables tends to infinity. It is...

This paper extends the cross sectionally augmented panel unit root test proposed by Pesaran (2007) to the case of a multifactor error structure. The basic idea is to exploit information regarding the unobserved factors that are shared by other time series in addition to the variable under...