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address three shortcomings in recent poverty research, including (1) severe measurement error in the data from which U … of American poverty outcomes and a more fruitful integration of the U.S. into comparative research. The augmentations ….S. poverty estimates are most often derived, (2) the conceptualizations of poverty adopted within U.S.-centric research, and (3 …
Persistent link: https://www.econbiz.de/10011687333
Persistent link: https://www.econbiz.de/10003862931
In response to the COVID-19 pandemic two new timely poverty measures have been developed to monitor fast …-changing economic conditions for the most deprived. The Han et al. near real-time poverty measure uses responses to a global income … poverty measure, widely cited in the media, uses data from the Annual Social and Economic Supplement to the CPS and other …
Persistent link: https://www.econbiz.de/10013362025
On the international stage, poverty is increasingly understood multi-dimensionally as a deprivation of wellbeing in … people who are not counted as poor under the official or supplemental measures of income poverty experience multidimensional … poverty. Yet there is no monitoring of multidimensional poverty. This paper examines trends in multidimensional poverty in the …
Persistent link: https://www.econbiz.de/10012869179
This paper evaluates the Jumpstart Program (JSP), a parenting intervention implemented by a school district in the Houston area to enhance school readiness among economically disadvantaged three-year-old children. Unlike many early childhood programs typically tested in controlled research...
Persistent link: https://www.econbiz.de/10015361413
We propose a novel approach to model serially dependent positive-valued variables which realize a non-trivial proportion of zero outcomes. This is a typical phenomenon in financial time series observed at high frequencies, such as cumulated trading volumes. We introduce a flexible point-mass...
Persistent link: https://www.econbiz.de/10009308298
We propose a novel approach to model serially dependent positive-valued variables which realize a non-trivial proportion of zero outcomes. This is a typical phenomenon in financial time series observed on high frequencies, such as cumulated trading volumes or the time between potentially...
Persistent link: https://www.econbiz.de/10008749839
We propose a novel approach to model serially dependent positive-valued variables which realize a non-trivial proportion of zero outcomes. This is a typical phenomenon in financial time series observed on high frequencies, such as cumulated trading volumes or the time between potentially...
Persistent link: https://www.econbiz.de/10008748137
Quantile regression (QR) fits a linear model for conditional quantiles, just as ordinary least squares (OLS) fit a linear model for conditional means. An attractive feature of OLS is that it gives the minimum mean square error linear approximation to the conditional expectation function even...
Persistent link: https://www.econbiz.de/10014071862
Persistent link: https://www.econbiz.de/10001441337