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High wage workers match with high wage firms: Clear evidence of the effects of limited mobility bias

Andrews, Martyn J.; Gill, Leonard; Schank, Thorsten; … - 2012

Positive assortative matching implies that high productivity workers and firms match together. However, there is almost no evidence of a positive correlation between the worker and firm contributions in two-way fixed-effects wage equations. This could be the result of a bias caused by standard...

Persistent link: https://www.econbiz.de/10010283949

Analyzing the time between trades with a gamma compounded hazard model : an application to LIFFE bund future transactions

Hautsch, Nikolaus - 1999

Persistent link: https://www.econbiz.de/10001378696

Volatility estimation on the basis of price intensities

Gerhard, Frank; Hautsch, Nikolaus - 1999

This paper investigates the use of price intensities to estimate volatilities based on high-frequency data. We interpret the conditional probability for the occurrence of a price event within a certain time horizon as a risk measure which allows us to obtain an estimator of the conditional...

Persistent link: https://www.econbiz.de/10011543683

Estimating the neighborhood influence on decision makers : theory and an application on the analysis of innovation decisions

Hautsch, Nikolaus; Klotz, Stefan - 2001

When making decisions, agents tend to make use of decisions others have made in similar situations. Ignoring this behavior in empirical models can be interpreted as a problem of omitted variables and may seriously bias parameter estimates and harm inference. We suggest a possibility of...

Persistent link: https://www.econbiz.de/10011544393

Econometric analysis of financial transaction data : pitfalls and opportunities

Hautsch, Nikolaus; Pohlmeier, Winfried - 2001

The recent availability of large data sets covering single transactions on financial markets has created a new branch of econometrics which has opened up a new door of looking at the microstructure of financial markets and its dynamics. The specific nature of transaction data such as the...

Persistent link: https://www.econbiz.de/10011544938

Analyzing the time between trades with a gamma compounded hazard model : an application to LIFFE bund future transactions

Hautsch, Nikolaus - 1999

This paper investigates the time between transactions on financial markets. It is assumed that the interval between transactions is a random variable and the relationship between the probability to observe a transaction at each instant of time and the type of the previous trade is investigated....

Persistent link: https://www.econbiz.de/10011545007

Betriebliche Determinanten des Überstundeneinsatzes

Schank, Thorsten; Schnabel, Claus - 2004

Auswertungen repräsentativer Daten des IAB-Betriebspanels für Westdeutschland von 1993 bis 1998 zeigen, dass nur zwischen 20 und 30 Prozent aller Betriebe bezahlte Überstunden einsetzten. In diesen Betrieben fielen im Durchschnitt 1,6 bezahlte Überstunden pro abhängig Beschäftigten und...

Persistent link: https://www.econbiz.de/10010509822

Productivity, investment in ICT and market experimentation : micro evidence from Germany und the US

Haltiwanger, John C.; Jarmin, Ronald S.; Schank, Thorsten - 2003

Kenngrößen wie der Produktivität, der Qualifikationsstruktur und den Löhnen, wobei Mikrodaten für die USA und Deutschland … anhand der Streuung der Produktivität und anderen betrieblichen Entscheidungsvariablen - als in Deutschland. Dies zeigt sich … durchschnittlichen Einfluss der Einführung neuer Technologien auf die Produktivität und die Löhne in den USA als in Deutschland. …

Persistent link: https://www.econbiz.de/10010509836

Productivity, investment in ICT and market experimentation : micro evidence from Germany und the US

Haltiwanger, John C.; Jarmin, Ron; Schank, Thorsten - 2003

Persistent link: https://www.econbiz.de/10001768494

Estimating the neighborhood influence on decision makers : theory and an application on the analysis of innovation decisions

Hautsch, Nikolaus; Klotz, Stefan - 2001

Persistent link: https://www.econbiz.de/10001635446