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Decomposing excess returns in stochastic linear models

Lin, Carl - 2011

We present a theorem helpful in estimating the mean and variance of a linear function with arbitrary multivariate randomness in its coefficients and variables. We derive a generalized decomposition result from two random linear functions in which the result can be applied to most models using...

Persistent link: https://www.econbiz.de/10010286879

Exponent of cross-sectional dependence: Estimation and inference

Bailey, Natalia; Kapetanios, George; Pesaran, Hashem - 2012

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...

Persistent link: https://www.econbiz.de/10010282124

The Changing Profile of Mexican Migrants to the United States: New Evidence from California and Mexico

Cornelius, Wayne A.; Marcelli, Enrico A. - 2000

Using recent data from southern California and Mexico we challenge the notion that the demographic profile of post-1970 Mexican migrants to the United States has remained constant. We find that more recent cohorts of migrants: (1) are more likely to settle permanently in the United States, (2)...

Persistent link: https://www.econbiz.de/10010262427

The narrowing of the US gender earnings gap, 1959 - 1999: a cohort-based analysis

Weinberger, Catherine; Kuhn, Peter - 2006

Using Census and Current Population Survey data spanning 1959 through 1999, we assess the relative contributions of two factors to the decline in the gender wage gap: changes across cohorts in the relative slopes of men's and women's age-earnings profiles, versus changes in relative earnings...

Persistent link: https://www.econbiz.de/10010267640

Economic mobility, family background, and the well-being of children in the United States and Canada

Corak, Miles; Curtis, Lori; Phipps, Shelley - 2010

This comparative study of the relationship between family economic background and adult outcomes in the United States and Canada addresses three questions. First, is there something to explain? We suggest that the existing literature finds that there are significant differences in the degree of...

Persistent link: https://www.econbiz.de/10010269450

The distribution of top incomes in five Anglo-Saxon countries over the twentieth century

Atkinson, Anthony B.; Leigh, Andrew - 2010

Taxation data have been used to create long-run series for the distribution of top incomes in quite a number of countries. Most of these studies have focused on the national experience of individual countries, but we can also learn from cross-country comparisons. Comparative analysis is...

Persistent link: https://www.econbiz.de/10010270632

Income mobility of individuals in China and the United States

Khor, Niny; Pencavel, John H. - 2006

Though much has been written about annual income inequality in China, little research has been conducted on longer run measures of income inequality and on income mobility. This paper compares income mobility of urban individuals in China and the United States in the 1990s. The following...

Persistent link: https://www.econbiz.de/10010276243

Is religiosity of immigrants a bridge or a buffer in the process of integration? A comparative study of Europe and the United States

García-Muñoz, Teresa; Neuman, Shoshana - 2012

This study reviews and evaluates the intertwined relationship between immigration and religiosity, focusing on the two sides of the Atlantic - Europe and the United States. Based on the existing literature and on a statistical analysis of several data sets (the International Social Survey...

Persistent link: https://www.econbiz.de/10010282226

Using firm optimization to evaluate and estimate returns to scale

Gorodnichenko, Yuriy - 2008

often inconsistent with profit maximization or imply implausibly large profits. The puzzle arises because popular estimators … the restrictions imposed by profit maximization (cost minimization) so that estimators are inconsistent or poorly … rather than production functions and demonstrates that the profit share in revenue is a robust non-parametric economic …

Persistent link: https://www.econbiz.de/10010268849

Rent-sharing and the cyclicality of wage differentials

Du Caju, Philip; Rycx, François; Tojerow, Ilan - 2008

This paper investigates inter-industry wage differentials in Belgium, taking advantage of access to a unique matched employer-employee data set covering all the years from 1999 to 2005. Findings show the existence of large wage differentials among workers with the same observed characteristics...

Persistent link: https://www.econbiz.de/10010268980

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