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Escaping the low pay trap: do labour market entrants stand a chance?
Pavlopoulos, Dimitris; Fouarge, Didier - Volkswirtschaftliche Fakultät, … - 2006
This paper investigates the wage and employment perspectives of low-wage labour market entrants, using panel data from the UK, the Netherlands, and Germany. We apply a competing risks hazard model of transitions from low pay to higher pay, to unemployment or to inactivity. Low pay is found to be...
Persistent link: https://www.econbiz.de/10005835443
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Bayesian Survival Modelling of University Outcomes
Vallejos, Catalina; Steel, Mark F. J. - Volkswirtschaftliche Fakultät, … - 2014
The aim of this paper is to model the length of registration at university and its associated academic outcome for undergraduate students at the Pontificia Universidad Cat´olica de Chile. Survival time is defined as the time until the end of the enrollment period, which can relate to different...
Persistent link: https://www.econbiz.de/10011108352
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Quelques bénéfices heuristiques d’une redéfinition du profit
Kroës, Romain M. - Volkswirtschaftliche Fakultät, … - 2008
The present paper puts forward a new hypothesis about the economic circuit, which is a product of Marx’s “period of production” and Keynes’s determination order between investment and savings. It leads to a new definition of profit which excludes any remaining competition between savings...
Persistent link: https://www.econbiz.de/10005836895
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A Simple Test for the Absence of Covariate Dependence in Hazard Regression Models
Bhattacharjee, Arnab - Volkswirtschaftliche Fakultät, … - 2004
This paper extends commonly used tests for equality of hazard rates in a two-sample or k-sample setup to a situation where the covariate under study is continuous. In other words, we test the hypothesis that the conditional hazard rate is the same for all covariate values, against the omnibus...
Persistent link: https://www.econbiz.de/10005616654
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Bootstrap Tests Based on Goodness-of-Fit Measures for Nonnested Hypotheses in Regression Models
Jeong, Jinook - Volkswirtschaftliche Fakultät, … - 2006
This paper utilizes the bootstrap to construct tests using the measures for goodness-of-fit for nonnested regression … models. The bootstrap enables us to compute the statistical significance of the differences in the measures and to formally … test on nonnested regression models. The bootstrap tests that this paper proposes are expected to show better finite sample …
Persistent link: https://www.econbiz.de/10005260238
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Multiple Testing Techniques in Growth Econometrics
Deckers, Thomas; Hanck, Christoph - Volkswirtschaftliche Fakultät, … - 2009
This paper discusses two longstanding questions in growth econometrics which involve multiple hypothesis testing. In cross sectional GDP growth regressions many variables are simultaneously tested for significance. Similarly, when investigating pairwise convergence of output for $n$ countries,...
Persistent link: https://www.econbiz.de/10008531718
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On testing equality of distributions of technical efficiency scores
Simar, Leopold; Zelenyuk, Valentin - Volkswirtschaftliche Fakultät, … - 2004
The challenge of the econometric problem in production efficiency analysis is that the very efficiency scores to be analyzed are unobserved. Recently, statistical properties have been discovered for a class of estimators popular in the literature, known as data envelopment analysis (DEA)...
Persistent link: https://www.econbiz.de/10008794662
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Improved tests for spatial correlation
Robinson, Peter M.; Rossi, Francesca - Volkswirtschaftliche Fakultät, … - 2012
be attained. We thus develop tests with more accurate size properties, by means of Edgeworth expansions and the bootstrap …
Persistent link: https://www.econbiz.de/10011107432
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On bootstrap validity for specification tests with weak instruments
Doko Tchatoka, Firmin - Volkswirtschaftliche Fakultät, … - 2013
This paper investigates the asymptotic validity of the bootstrap for Durbin-Wu-Hausman (DWH) specification tests when … instrumental variables (IVs) may be arbitrary weak. It is shown that under strong identification, the bootstrap offers a better … approximation than the usual asymptotic chi-square distributions. However, the bootstrap provides only a first-order approximation …
Persistent link: https://www.econbiz.de/10011109415
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Asymptotic and bootstrap properties of rank regressions
Subbotin, Viktor - Volkswirtschaftliche Fakultät, … - 2007
The paper develops the bootstrap theory and extends the asymptotic theory of rank estimators, such as the Maximum Rank … asymptotic distributions can be consistently estimated by the nonparametric bootstrap. We investigate the accuracy of inference … based on the asymptotic approximation and the bootstrap, and provide bounds on the associated error. In the case of MRC and …
Persistent link: https://www.econbiz.de/10005789393