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Models for count data with endogenous participation
Greene, William H. - In: Empirical economics : a journal of the Institute for … 36 (2009) 1, pp. 133-173
Persistent link: https://www.econbiz.de/10003804561
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Identification and estimation of economic models of outmigration using panel attrition
Bellemare, Charles (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989391
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Identification and estimation of economic models of outmigration using panel attrition
Bellemare, Charles (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001978106
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Identification and Estimation of Economic Models of Outmigration Using Panel Attrition
Bellemare, Charles - 2021
estimate a panel data model where immigrants can choose whether to stay or leave a country. The model is estimated using the … German Socio-Economic Panel (GSOEP). Outmigrants are found to have significantly lower labor market earnings and work …
Persistent link: https://www.econbiz.de/10013319428
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Drivers and frictions of workplace accidents : an empirical investigation of cross-country European heterogeneity
Castaldo, Angelo; Germani, Anna Rita; Marrocco, Alessia; … - 2022
Persistent link: https://www.econbiz.de/10013449054
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Quantile difference in differences with time-varying qualification in panel data
Nchare, Karim; Makioka, Ryo - In: Journal of econometric methods 12 (2023) 1, pp. 105-116
Persistent link: https://www.econbiz.de/10013554733
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Drivers and frictions of workplace accidents : an empirical investigation of cross-country European heterogeneity
Castaldo, Angelo; Germani, Anna Rita; Marrocco, Alessia; … - In: Applied economics 56 (2024) 24, pp. 2931-2946
Persistent link: https://www.econbiz.de/10014526255
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Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian; Härdle, Wolfgang; Nielsen, Jens Perch - 1998
Persistent link: https://www.econbiz.de/10000168636
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Nonparametric modelling of financial time series
Heid, Frank - 1998
Persistent link: https://www.econbiz.de/10000668367
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A semiparametric GARCH model for foreign exchange volatility
Yang, Lijian - In: Journal of econometrics 130 (2006) 2, pp. 365-384
Persistent link: https://www.econbiz.de/10003277973