This paper presents some selective aspects of standard econometric methods and of new developments in econometrics that are important for applications with microeconomic data. The range includes variance estimators, measurement of outliers, problems of partially identified parameters, nonlinear...

In projects with a flexible project structure, the activities that have to be scheduled are not completely known beforehand. Instead, scheduling such a project includes the decision whether to carry out particular activities at all. This also effects precedence constraints between the finally...

This paper investigates the finite-sample properties of the smooth transition-based cointegration test proposed by Kapetanios et al. (2006) when the data generating process under the alternative hypothesis is a globally stationary second order LSTR model. The provided procedure describes an...

We provide a semiparametric copula approach for estimating a "classical" sample selection model. We impose that the joint distribution function of unobservables can be characterized by a specifc copula, but the marginal distribution functions are estimated semiparametrically. In contrast to...

This paper presents evidence from a natural-experiment which evaluates the effectiveness of a student mentoring program. The mentoring includes several compulsory, scheduled, faceto- face appointments between a mentor and a student in the first study year. All mentors are graduated and employed...

We consider hypothesis testing in a general linear time series regression framework when the possibly fractional order of integration of the error term is unknown. We show that the approach suggested by Vogelsang (1998a) for the case of integer integration does not apply to the case of...

Population projections – especially those of the Federal Statistical Office in Germany – are often used for research questions that depend on the future size and structure of the population. Nevertheless, by using the population projections of the Federal Statistical Office the scope of...

We hypothesize that the timing of the fertility transition is an important determinant of comparative physiological development. In support, we provide a model of long-run growth, which elucidates the links between population size, average body size and income during development....

In this paper we provide semiparametric estimation strategies for a sample selection model with a binary dependent variable. To the best of our knowledge, this has not been done before. We propose a control function approach based on two di erent identifying assumptions. This gives rise to...

This paper investigates how post-school education decisions are affected by a one-year reduction of secondary school duration with an unchanged curriculum. Until recently, Germany had had a longstanding tradition of 13 years of schooling in preparation for university. During the last decade,...