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Contagion, spillover, and interdependence

Rigobón, Roberto - In: Economia : journal of the Latin American and Caribbean … 19 (2019) 2, pp. 69-99

Persistent link: https://www.econbiz.de/10012037367

Identification through heteroskedasticity

Rigobón, Roberto - In: The review of economics and statistics 85 (2003) 4, pp. 777-792

Persistent link: https://www.econbiz.de/10001830036

Identification through heteroskedasticity : measuring "contagion" between Argentinean and Mexican sovereign bonds

Rigobón, Roberto - 2000

Persistent link: https://www.econbiz.de/10001448423

Using heteroscedasticity to estimate the returns to education

Hogan, Vincent; Rigobón, Roberto - 2002

We apply a new estimator to the measurement of the economic returns to education. We control for endogenous education, unobserved ability and measurement error using only the natural heteroscedasticty of wages and education attainment. Our prefered estimate, 6.07%, is closer to the OLS estimate...