We analize the gender wage gap in Mexico using the population censuses from 1990 to 2010. The wage gap has decreased on average during this period. In 2010, the gender wage gap was about 6%. However, the average hides important aspects of the wage gap across the distribution of wages. We find a...

This paper assesses the productivity change of the French Technology Transfer Offices (TTOs) after the introduction of the July 1999 Innovation Law and the New Public Management Oriented Reform. By using Data Envelopment Analysis (DEA)-based Malmquist Productivity Index, we find an average...

We develop novel methods for estimation and filtering of continuous-time models with stochastic volatility and jumps using so-called Approximate Bayesian Computation which build likelihoods based on limited information. The proposed estimators and filters are computationally attractive relative...

We suggest using a class of semiparametric dynamic panel data models to capture individual variations in panel data. The model assumes linearity in some continu ous/discrete variables which can be exogenous/endogenous, and allows for nonlinearity in other weakly exogenous variables. We propose a...

2005 年7 月21 日,...

In this study, we use both parametric and non-parametric methods to test the property of martingale restriction in KOSPI 200 index options market. Our results provide strong evidence that the property is violated. Further regression analysis and robustness checks suggest that market friction...

在利用中国å„ç§å®è§‚和金èžæ•°æ®çš„实è¯ç ”究和政策分æžä¸­ï¼Œå‘é‡è‡ªå›žå½’模型（Vector Autoregression,...

Given a nonparametric regression model, we assume that the number of covariates $d\rightarrow\infty$ but only some of these covariates are relevant for the model. Our goal is to identify the relevant covariates and to obtain some information about the structure of the model. We propose a new...

The local polynomial estimator is particularly affected by the curse of dimensionality. So, the potentialities of such a tool become ineffective for large dimensional applications. Motivated by this, we propose a new estimation procedure based on the local linear estimator and a nonlinearity...

Bu çalışmada, Türkiye’de hanehalkı zaruri harcamaları (gıda ve alkolsüz içecekler, sağlık ve eğitim) ile hanehalkı kullanılabilir geliri, hanehalkı büyüklüğü (hanede yaşayan bireylerin sayısı), hanehalkı tipi, ikamet edilen konutun mülkiyet tipi ve hanehalkının...