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Growth, technological interdependence and spatial externalities: theory and e...
This paper presents a theoretical growth model which explicitly takes into account technological interdependence among economies and examines the impact of spillover effects.... -
Meta-analysis in model implementation: choice sets and the valuation of air q...
This research illustrates how the methods developed for meta-analysis can serve to document and summarize voluminous information derived from repeated sensitivity analyses. Our... -
International welfare comparisons and nonparametric testing of multivariate s...
This paper outlines a class of statistical procedures that permit testing of a broad range of multidimensional stochastic dominance hypotheses and, more generally, welfare... -
Asymmetric power distribution: Theory and applications to risk measurement (r...
Theoretical literature in finance has shown that the risk of financial time series can be well quantified by their expected shortfall, also known as the tail value-at-risk. In... -
An evaluation of the life cycle effects of minimum pensions on retirement beh...
In this paper we explore the effects of the minimum pension program on welfare and retirement in Spain. This is done with a stylized life cycle model which provides a convenient... -
Model-free evaluation of directional predictability in foreign exchange marke...
We examine directional predictability in foreign exchange markets using a model-free statistical evaluation procedure. Based on a sample of foreign exchange spot rates and... -
Semi-nonparametric competing risks analysis of recidivism (replication data)
In this paper we specify a semi-nonparametric competing risks (SNP-CR) model of recidivism, for misdemeanors and felonies. The model is a bivariate mixed proportional hazard... -
GRETL 1.6.0 and its numerical accuracy (replication data)
This dataset has no description
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Bayesian inference for the gravity model (replication data)
This paper seeks to empirically extend the gravity model, which has been widely used to analyze volumes of trade between pairs of countries. We generalize the basic threshold... -
Efficient tests of long-run causation in trivariate VAR processes with a roll...
This paper develops a simple sequential multiple-horizon non-causation test strategy for trivariate VAR models (with one auxiliary variable). We apply the test strategy to a... -
The policy environment and relative price efficiency of Egyptian private sect...
We study the impact of policy and institutional constraints, and reforms undertaken to remedy them, on relative price efficiency and cost of the private manufacturing sector of... -
Identifying technically efficient fishing vessels: a non-empty, minimal subse...
Stochastic frontier models are often employed to estimate fishing vessel technical efficiency. Under certain assumptions, these models yield efficiency measures that are means... -
Small-sample bias in synthetic cohort models of labor supply (replication data)
This paper investigates small-sample biases in synthetic cohort models (repeated cross-sectional data grouped at the cohort and year level) in the context of a female labor... -
Money demand function estimation by nonlinear cointegration (replication data)
Conventionally, the money demand function is estimated using a regression of the logarithm of money demand on either the interest rate or the logarithm of the interest rate.... -
Nonparametric estimation of concave production technologies by entropic metho...
An econometric methodology is developed for nonparametric estimation of concave production technologies. The methodology, based on the principle of maximum likelihood, uses... -
The interrelated dynamics of unemployment and low-wage employment (replicatio...
This paper examines the extent of state dependence in unemployment and the role played in this by intervening low-wage employment. A range of dynamic random and fixed-effects... -
A discrete-choice model with social interactions: with an application to high...
We develop an empirical discrete-choice interaction model with a finite number of agents. We characterize its equilibrium properties-in particular the correspondence between... -
Correcting for bias in retrospective data (replication data)
When panel data are not available, retrospective data are used in the estimation of dynamic choice models. However, retrospective data are not reliable. Previous studies of... -
Nonparametric estimation of a hedonic price function (replication data)
Rosen's (1974) theory of hedonic prices is implemented econometrically using recently developed nonparametric techniques to examine the influence of qualitative factors on the... -
The welfare cost of means-testing: pensioner participation in income support ...
We estimate parametric and semi-parametric binary choice models of benefit take-up by British pensioners and use a revealed preference argument to infer the cash-equivalent...
