This paper constructs tests for heteroskedasticity in one-way error components models, in line with Baltagi, Bresson and Pirotte (Journal of Econometrics, 134, 2006). Our tests have two additional robustness properties. First, standard tests for heteroskedasticity in the individual component are...

This paper constructs tests for heteroskedasticity in one-way error components models, in line with Baltagi et al. [Baltagi, B.H., Bresson, G., Pirotte, A., 2006. Joint LM test for homoskedasticity in a one-way error component model. Journal of Econometrics 134, 401-417]. Our tests have two...

We derive tests for persistent effects in a general linear dynamic panel data context. Two sources of persistent behavior are considered: time-invariant unobserved factors (captured by an individual random effect) and dynamic persistence or “state dependence” (captured by autoregressive...

This book compares the successes and failures of the development and growth processes of Argentina and Brazil. It provides important insights into the different performances of these economies through a series of comparative essays written by Argentinian and Brazilian economists.

We use recent quantile regression methods (UQR) to study the distributive effects of education in Argentina. Standard methods usually focus in mean effects, or explore distributive effects by either making stringent modeling assumptions, and/or through counter-factual decompositions that...

A new Stata command, xtsktest, is proposed to explore non-normalities in linear panel data models. The tests explore skewness and excess kurtosis allowing researchers to identify departures away from gaussianity in both error components of a standard panel regression, sepa- rately or jointly....

Este trabajo evalúa cuantitativamente el desempeño de algunos esquemas alternativos de tarifas sociales como instrumentos de política social, mediante una serie de ejercicios de simulación. Como fuente de información se emplean los microdatos de la Encuesta Nacional de Gastos de los Hogares...

In this paper we tackle the problems of dimensionality of welfare and that of identifying the multidimensionally poor by first finding the poor using the original space of attributes, and then reducing the welfare space. The starting point is the notion that the ‘poor’ constitutes a group of...