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Robust Estimation of Wage Dispersion with Censored Data : An Application to Occupational Earnings Risk and Risk Attitudes
Pollmann, Daniel - 2012
-coded administrative wage data from the German IAB Employment Sample (IABS). We then relate these robust measures of earnings risk to the … risk attitudes of individuals working in these occupations. We find that willingness to take risk is positively correlated …
Persistent link: https://www.econbiz.de/10013107726
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Robust Estimation of Wage Dispersion with Censored Data : An Application to Occupational Earnings Risk and Risk Attitudes
Pollmann, Daniel; Dohmen, Thomas J.; Palm, Franz C. - 2013
-coded administrative wage data from the German IAB Employment Sample (IABS). We then relate these robust measures of earnings risk to the … risk attitudes of individuals working in these occupations. We find that willingness to take risk is positively correlated …
Persistent link: https://www.econbiz.de/10014155122
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Robust estimation of wage dispersion with censored data : an application to occupational earnings risk and risk attitudes
Pollmann, Daniel; Dohmen, Thomas; Palm, Franz C. - 2013
-coded administrative wage data from the German IAB Employment Sample (IABS). We then relate these robust measures of earnings risk to the … risk attitudes of individuals working in these occupations. We find that willingness to take risk is positively correlated …
Persistent link: https://www.econbiz.de/10009775634
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Robust estimation of wage dispersion with censored data : an application to occupational earnings risk and risk attitudes
Pollmann, Daniel; Dohmen, Thomas; Palm, Franz C. - In: De economist : quarterly review of the Royal … 168 (2020) 4, pp. 519-540
Persistent link: https://www.econbiz.de/10012308783
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Robust estimation of wage dispersion with censored data: an application to occupational earnings risk and risk attitudes
Pollmann, Daniel; Dohmen, Thomas; Palm, Franz C. - 2020
-coded administrative wage data from the German IAB Employment Sample (IABS). We then relate these robust measures of earnings risk to the … risk attitudes of individuals working in these occupations. We find that willingness to take risk is positively correlated …
Persistent link: https://www.econbiz.de/10012293101
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Student earnings expectations : heterogeneity or noise?
Diaz-Serrano, Luis; Hartog, Joop; Nilsson, William; … - 2016 - First draft 12-05-14; revised 26-01-15; this draft 19-09-2016
Students' choices in education can only be based on expected outcomes. Econometric models that infer expectations based on ex post outcomes impose a rational structure of expectations on school performance and post-graduation earnings. Direct surveys suggest much ignorance and fuzziness. We use...
Persistent link: https://www.econbiz.de/10011544177
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Robust and Practical Estimation for Measures of Tail Risk
Homescu, Cristian - 2014
We describe characteristics of various risk measures (Value-at-Risk, Expected Shortfall, etc.) that are used to analyze … and quantify the tail risk exposure, and discuss their relative strengths and weaknesses. Emphasis is placed on presenting … and comparing methodologies to compute and backtest estimates for these risk measures, from a practical perspective. We …
Persistent link: https://www.econbiz.de/10013053188
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Robust estimation of wage dispersion with censored data : an application to occupational earnings risk and risk attitudes
Pollmann, Daniel; Dohmen, Thomas; Palm, Franz C. - 2012
with the wage dispersion of an individual's occupation. -- dispersion estimation ; earnings risk ; censoring ; quantile …-coded administrative wage data from the German IAB Employment Sample (IABS). We then relate these robust measures of earnings risk to the … risk attitudes of individuals working in these occupations. We find that willingness to take risk is positively correlated …
Persistent link: https://www.econbiz.de/10009534948
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Labor unemployment risk and CEO incentive compensation
Ellul, Andrew; Wang, Cong; Zhang, Kuo - In: Management science : journal of the Institute for … 70 (2024) 2, pp. 885-906
Persistent link: https://www.econbiz.de/10014513772
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Distribution and quantile structural functions in treatment effect models : application to smoking effects on wages
Hsu, Yu-Chin; Kan, Kamhon; Lai, Tsung-chin - 2015
Persistent link: https://www.econbiz.de/10011383321