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Income Effects from Labor Market Training Programs in Sweden During the 80's and 90's

Andrén, Thomas; Gustafsson, Björn - 2002

Swedish labor market programs appear large from an international perspective, yet their consequences are not fully investigated and understood. In this paper we estimate a switching regression model with training effect modeled as a random coefficient, partitioned in an observed and unobserved...

Persistent link: https://www.econbiz.de/10010262622

The Covariance Structure of East and West German Incomes and its Implications for the Persistence of Poverty and Inequality

Biewen, Martin - 2002

Using data from the German Socio-Economic Panel (GSOEP), this paper analyzes the dynamics of equivalent income in Germany in the eighties and nineties. Special emphasis is given to the separation of permanent and transitory components, the persistence of transitory shocks and their implications...

Persistent link: https://www.econbiz.de/10010262791

Efficient probit estimation with partially missing covariates

Conniffe, Denis; O'Neill, Donal - 2009

A common approach to dealing with missing data is to estimate the model on the common subset of data, by necessity throwing away potentially useful data. We derive a new probit type estimator for models with missing covariate data where the dependent variable is binary. For the benchmark case of...

Persistent link: https://www.econbiz.de/10010269313

Modelling volatilities and conditional correlations in futures markets with a multivariate t distribution

Pesaran, Bahram; Pesaran, Mohammad Hashem - 2007

This paper considers a multivariate t version of the Gaussian dynamic conditional correlation (DCC) model proposed by … than by GARCH type volatility estimates. The t-DCC estimation procedure is applied to a portfolio of daily returns on …-DCC specification. The t-DCC model also passes a number of VaR diagnostic tests over an evaluation sample. The estimation results …

Persistent link: https://www.econbiz.de/10010276254

Testing the correlated random coefficient model

Heckman, James Joseph; Schmierer, Daniel; Urzúa, Sergio - 2009

The recent literature on instrumental variables (IV) features models in which agents sort into treatment status on the basis of gains from treatment as well as on baseline-pretreatment levels. Components of the gains known to the agents and acted on by them may not be known by the observing...

Persistent link: https://www.econbiz.de/10010276910

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

Intergenerational earnings mobility in Japan among sons and daughters: Levels and trends

Lefranc, Arnaud; Ojima, Fumiaki; Yoshida, Takashi - 2012

has been roughly stable over the last decades. Lastly, we estimate the intergenerational correlation of earnings. …

Persistent link: https://www.econbiz.de/10010291383

A Structural Empirical Model of Firm Growth, Learning, and Survival

Abbring, Jaap H.; Campbell, Jeffrey R. - 2003

We present a structural model of firm growth, learning, and survival and consider its identification and estimation. In …

Persistent link: https://www.econbiz.de/10010262756

Wage Determination and the Bite of Collective Contracts in Italy and Spain: Evidence from the Metalworking Industry

Adamopoulou, Effrosyni; Villanueva, Ernesto - 2020

In several OECD countries employer federations and unions fix skill-specific wage floors for all workers in an industry. One view of those "explicit" contracts argues that the prevailing wage structure reflects the labor market conditions back at the time when those contracts were bargained,...

Persistent link: https://www.econbiz.de/10012270220

New Moneys under the New Normal? Bitcoin and Gold Interdependence during COVID Times

Agnese, Pablo; Thoss, Jonathan - 2021

indicate that, as of late, bitcoin has become increasingly interdependent with gold, and seems just as suitable to hedge …

Persistent link: https://www.econbiz.de/10012597469

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