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Ethnic wage differences in Malaysia: parametric and semiparametric estimation...
Parametric and semiparametric estimated wage equations, which correct for sample selection bias, are used to assess the returns to eduction and extent of ethnic discrimination... -
A comparison of parametric and semiparametric estimates of the effect of spou...
Health insurance in the USA for most of the non-aged population is provided as a fringe benefit that is received by an adult family member as part of his or her compensation... -
Testing the predictive value of subjective labour supply data (replication data)
Empirical implementation of labour supply theories is usually based on actual hours of work. This requires strong assumptions on the impact of labour demand. To avoid these... -
Individual demands from household aggregates: time and age variation in the c...
This paper uses non-parametric regression with smoothness induced by imposition of a roughness penalty to estimate time-dependent relationships between age and intakes of... -
Semiparametric analysis of German East-West migration intentions: facts and t...
East-West migration in Germany peaked at the beginning of the 1990s although the average wage gap between Eastern and Western Germany continues to average about 25%. We analyse... -
Semiparametric estimation and consumer demand (replication data)
This paper considers the implementation of semiparametric methods in the empirical analysis of consumer demand. The application is to the estimation of the Engel curve... -
Intrahousehold resource allocation in rural Pakistan: a semiparametric analys...
We estimate semiparametric Engel curves for rural Pakistan using a large household survey. This allows us to obtain consistent estimates of the effects of household size and... -
The age profile of mobility measures: an application to earnings in West Germ...
This paper develops a technique for estimating age-profiles of earnings mobility using conditional kernel density estimation and establishes their statistical properties. Both... -
Robustness tests of the augmented Solow model (replication data)
This paper demonstrates some techniques for testing the robustness of cross-section and panel data regressions, and applies them to the influential augmented Solow growth model.... -
An analysis of technology, productivity, and regulatory distortion in the int...
The purpose of this paper is to provide the first comprehensive firm level analysis of cost structures and production in the interstate pipeline industry during the transition... -
An empirical application of stochastic volatility models (replication data)
This paper studies the empirical performance of stochastic volatility models for twenty years of weekly exchange rate data for four major currencies. We concentrate on the... -
Stylized facts of daily return series and the hidden Markov model (replicatio...
In two recent papers, Granger and Ding (1995a,b) considered long return series that are first differences of logarithmed price series or price indices. They established a set of... -
Substitution, risk aversion, taste shocks and equity premia (replication data)
This paper gauges the relative contribution of risk aversion, inter-temporal substitution and taste shocks on postwar monthly US equity premia. The time-varying consumption,... -
A threshold error-correction model for intraday futures and index returns (re...
Index-futures arbitragers only enter into the market if the deviation from the arbitrage relation is sufficiently large to compensate for transaction costs and associated... -
Identifying the source of dynamics in disaggregated import data (replication ...
This paper uses Kennan's (1988) model to separately identify supply-side and demand-side dynamics in US import data. Dynamics arise from both autocorrelated shocks to supply-... -
Unemployment persistence: does the size of the shock matter? (replication data)
One of the stylized facts of unemployment is that shifts in its mean rate between decades and half-decades account for most of its variance. In this paper, we use a statistical... -
Alternative functional forms for production, cost and returns to scale functi...
We consider generalized production functions, introduced in Zellner and Revankar (1969), for output y=g(f) where g is a monotonic function and f is a homogeneous production... -
Whose wages do unions raise? A dynamic model of unionism and wage rate determ...
We estimate the union premium for young men over a period of declining unionization (1980-87) through a procedure which identifies the alternative sources of the endogeneity of... -
Bayesian inference for periodic regime-switching models (replication data)
We present a general class of nonlinear time-series Markov regime-switching models for seasonal data which may exhibit periodic features in the hidden Markov process as well as... -
Testing non-nested semiparametric models: an application to Engel curves spec...
This paper proposes a test statistic for discriminating between two partly non-linear regression models whose parametric components are non-nested. The statistic has the form of...
