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The Variability and Volatility of Sleep : An Archetypal Approach

Hamermesh, Daniel; Pfann, Gerard - 2022

individuals' sleep time exhibits both variability and volatility characterized by stationary autoregressive conditional … young children at home. Volatility is greater among parents with young children, slightly greater among men than women, but … independent of other demographics. A theory of economic incentives to minimize the dispersion of sleep predicts that higher …

Persistent link: https://www.econbiz.de/10014083924

How Prediction Markets Can Save Event Studies

Snowberg, Erik C. - 2011

This review paper articulates the relationship between prediction market data and event studies, with a special focus on applications in political economy. Event studies have been used to address a variety of political economy questions ﾖ from the economic effects of party control of...

Persistent link: https://www.econbiz.de/10013126921

Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries

Ozdemir, Zeynel Abidin - 2014

This paper shows that the structural breaks are an important characteristic of the monthly labor force participation rate (LFPR) series of Australia, Canada and the USA. Therefore we allow for endogenously determined multiple structural breaks in the empirical specifications of fractionally...

Persistent link: https://www.econbiz.de/10013065313

Income Volatility, Health and Well-Being

Adeline, Amelie - 2019

mortality, little evidence exist on the potential relationship between sustained income volatility, keeping average lifetime …-specific volatility of income on the other, decomposing volatility into a permanent and transitory component.Controlling for average …

Persistent link: https://www.econbiz.de/10012857829

Trading While Sleepy? Circadian Mismatch and Excess Volatility in a Global Experimental Asset Market

Dickinson, David L. - 2017

Traders in global markets operate at different local times-of-day. Suboptimal times-of-day may produce sleepiness due to daily variations in sleep/wake patterns and possibly also increased accumulation of hours awake. Global asset markets imply significantly increased heterogeneity in circadian...

Persistent link: https://www.econbiz.de/10012947730

On Nonparametric Identification of Treatment Effects in Duration Models

Johansson, Per - 2016

We show that the main nonparametric identification finding of Abbring and Van den Berg (2003b, Econometrica) for the effect of a timing-chosen treatment on an event duration of interest does not hold. The main problem is that the identification is based on the competing-risks identification...

Persistent link: https://www.econbiz.de/10012981520

Job Durations with Worker and Firm Specific Effects : MCMC Estimation with Longitudinal Employer-Employee Data

Horny, Guillaume - 2009

We study job durations using a multivariate hazard model allowing for worker-specific and firm-specific unobserved determinants. The latter are captured by unobserved heterogeneity terms or random effects, one at the firm level and another at the worker level. This enables us to decompose the...

Persistent link: https://www.econbiz.de/10012764687

Mostly Harmless Simulations? On the Internal Validity of Empirical Monte Carlo Studies

Advani, Arun - 2018

Currently there is little practical advice on which treatment effect estimator to use when trying to adjust for observable differences. A recent suggestion is to compare the performance of estimators in simulations that somehow mimic the empirical context. Two ways to run such 'empirical Monte...

Persistent link: https://www.econbiz.de/10012938144

Bandwidth Selection and the Estimation of Treatment Effects with Unbalanced Data

Galdo, José; Smith, Jeffrey A.; Black, Dan - 2021

This paper addresses the selection of smoothing parameters for estimating the average treatment effect on the treated using matching methods. Because precise estimation of the expected counterfactual is particularly important in regions containing the mass of the treated units, we define and...

Persistent link: https://www.econbiz.de/10013316785

Bayesian Exploratory Factor Analysis

Conti, Gabriella - 2014

This paper develops and applies a Bayesian approach to Exploratory Factor Analysis that improves on ad hoc classical approaches. Our framework relies on dedicated factor models and simultaneously determines the number of factors, the allocation of each measurement to a unique factor, and the...

Persistent link: https://www.econbiz.de/10013049750

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