Showing 1 - 7 of 7
In this study standard Mincer earnings equations are estimated using both ordinary least squares (OLS) and quantile regression in order to give a comprehensive picture of the returns to education in Germany and Hungary for the year 2000. To make the cross-country comparison of the returns to...
Persistent link: https://www.econbiz.de/10005242969
Using village date from Tanzania, we test whether gifts and loans between households are voluntary while correcting for mis-reporting by the giving and receiving households. Tow maintained assumptions underlie our analysis: answers to a question on who people would turn to for help are good...
Persistent link: https://www.econbiz.de/10009642406
Separating seasonal components from other sources of economic fluctuations is crucial for both economic modeling and policy making. Practitioners treat seasonality as noise to be removed before estimating models and tend to apply deseasonalizing methods i
Persistent link: https://www.econbiz.de/10005510108
The paper uses data from a large representative survey of Hungarian higher education graduates (DPR 2010) to study the early labour market effects of field of study and college quality. Propensity score matching average treatment effect method is used to reveal the effect of the field of study,...
Persistent link: https://www.econbiz.de/10010494702
The paper uses data from a large representative survey of Hungarian higher education graduates (DPR 2010) to study the early labour market effects of field of study and college quality. Propensity score matching average treatment effect method is used to reveal the effect of the field of study,...
Persistent link: https://www.econbiz.de/10008696802
A new family of kernels is suggested for use in heteroskedasticity and autocorrelation consistent (HAC) and long run variance (LRV) estimation and robust regression testing. The kernels are constructed by taking powers of the Bartlett kernel and are intended to be used with no truncation (or...
Persistent link: https://www.econbiz.de/10005129812
This paper applies revealed preference theory to the nonparametric statistical analysis of consumer demand. Knowledge of expansion paths is shown to improve the power of nonparametric tests of revealed preference. The tightest bounds on indifference surfaces and welfare measures are derived...
Persistent link: https://www.econbiz.de/10005749512