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Individual heterogeneity and average welfare
Hausman, Jerry A.; Newey, Whitney K. - 2014
Individual heterogeneity is an important source of variation in demand. Allowing for general heterogeneity is needed for correct welfare comparisons. We consider general heterogenous demand where preferences and linear budget sets are statistically independent. Only the marginal distribution of...
Persistent link: https://www.econbiz.de/10011445701
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Quantile selection models: With an application to understanding changes in wage inequality
Arellano, Manuel; Bonhomme, Stephane - 2015
We propose a method to correct for sample selection in quantile regression models. Selection is modelled via the cumulative distribution function, or copula, of the percentile error in the outcome equation and the error in the participation decision. Copula parameters are estimated by minimizing...
Persistent link: https://www.econbiz.de/10011445784
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Narrow gender earnings gap in the urban areas of the People's Republic of China: To what extent does service economy matter?
Zhao, Guochang - 2020
It is believed that jobs in the service sector generally require more brain-related rather than labor-related skills compared to those in the industrial sector, thus females should have a comparative advantage in the service sector. Using the data from the 2017 China Household Finance Survey, we...
Persistent link: https://www.econbiz.de/10012610085
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A tale of three cities: Climate heterogeneity
Gadea, María Dolores; Gonzalo, Jesús - In: SERIEs - Journal of the Spanish Economic Association 13 (2022) 1, pp. 475-511
are characterized by higher trends in the upper quantiles than in the lower, an increase in dispersion, acceleration and … trends in the lower quantiles, a weak negative trend in dispersion, "lower amplification" and a more attenuated acceleration …
Persistent link: https://www.econbiz.de/10014496083
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Forecasting value-at-risk using high-frequency information
Huang, Huiyu; Lee, Tae-hwy - In: Econometrics 1 (2013) 1, pp. 127-140
In the prediction of quantiles of daily Standard&Poor's 500 (S&P 500) returns we consider how to use high-frequency 5 …
Persistent link: https://www.econbiz.de/10010421307
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Common Cycles in Volatility and Cross Section of Stock Returns
Barunik, Jozef; Kraicova, Lucie - 2017
We study the relationship between conditional quantiles of returns and the long-, medium- and short-term volatility in … estimates of re-turn quantiles. Our results contribute to the literature on the risk-return relationship with an emphasis on …
Persistent link: https://www.econbiz.de/10011787308
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Individual heterogeneity and average welfare
Hausman, Jerry; Newey, Whitney - 2013
Individual heterogeneity is an important source of variation in demand. Allowing for general heterogeneity is needed for correct welfare comparisons. We consider general heterogenous demand where preferences and linear budget sets are statistically independent. We find that the dimension of...
Persistent link: https://www.econbiz.de/10010318724
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Estimating gender differences in access to jobs
Gobillon, Laurent; Meurs, Dominique; Roux, Sébastien - 2012
This paper proposes a new measure of gender differences in access to jobs based on a job assignment model. This measure is the probability ratio of getting a job for females and males at each rank of the wage ladder. We derive a non-parametric estimator of this access measure and estimate it for...
Persistent link: https://www.econbiz.de/10010289992
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APPLICATION OF STATISTICAL METHODS IN RISK AND RELIABILITY
Heard, Astrid - 2006
The dissertation considers construction of confidence intervals for a cumulative distribution function F(z) and its inverse at some fixed points z and u on the basis of an i.i.d. sample where the sample size is relatively small. The sample is modeled as having the flexible Generalized Gamma...
Persistent link: https://www.econbiz.de/10009431082
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Individual heterogeneity and average welfare
Hausman, Jerry A.; Newey, Whitney K. - 2013
Individual heterogeneity is an important source of variation in demand. Allowing for general heterogeneity is needed for correct welfare comparisons. We consider general heterogenous demand where preferences and linear budget sets are statistically independent. We find that the dimension of...
Persistent link: https://www.econbiz.de/10009773907