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

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...

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...

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...