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Distribution approximations for cointegration tests with stationary exogenous...
The distribution of a functional of two correlated vector-Brownian motions is approximated by a Gamma distribution. This functional represents the limiting distribution for... -
Counterfactual decomposition of changes in wage distributions using quantile ...
We propose a method to decompose the changes in the wage distribution over a period of time in several factors contributing to those changes. The method is based on the...
