We present the asymptotic properties of double-stage quantile regression estimators with random regressors, where the first stage is based on quantile regressions with the same quantile as in the second stage, which ensures robustness of the estimation procedure. We derive invariance properties...

In this paper we study how the Huber estimator can be adapted to the presence of endogeneity in a two stage equations setting similar to that of 2SLS. We propose an estimation procedure that is at the same time relatively (i) simple, (ii) robust and (iii) efficient. Moreover, we deal with the...

The estimation of models of activity choice in LDCs (Less Developed Countries) is complicated by specific features of labour markets. In particular, entry into activity sectors is often restricted and worked hours are rationed. Moreover, in the informal sector workers may obtain their work...

In this paper, we study the return to human capital variables for wages of workers observed in Tunisian matched worker-firm data in 1999. We develop a new method based on multivariate analysis of firm characteristics, which allows us most of the benefits obtained by introducing firm dummies in...

In general models, the strong quasi-concavity of the objective function, sufficient for theoretical properties of demands in consumer theory, is often arbitrary. Then, weaker global concavity conditions that preserve such properties are desirable for such models. We propose a new global...

We show under lognormality that, when the Gini coefficient is stable over time, defining the poverty line as a fraction of a central tendency of the living standard distribution restricts the evolution of the poverty measures to be stable. That is, poverty does not change if the Gini coefficient...

Many social indicators are based on household consumption information. The valuation of non-monetary operations is crucial for the analysis of consumption surveys in developing countries because of the importance of own-consumption and transfers in kind. What are the price statistics used in the...

From Tunisian matched worker-firm data in 1999, we study the returns to human capital for workers observed in two leading manufacturing sectors. Workers in the mechanical and electrical industries (IMMEE) benefit from higher returns to human capital than their counterparts in the...

Anti-poverty transfer schemes are one of the main way of fightingpoverty. Under perfect observation of incomes, designing such scheme boilsdown to solving an optimisation program under constraints, which can beachieved with well-defined methods. In contrast, when incomes cannot beperfectly...

We derive a parametric formula of the Watts' poverty index for the bivariate lognormal distribution of price indices and nominal living standards. This enables us to analyze the contributions of price and nominal living standard distributions to poverty, to estimate poverty when only means and...