Employment Change Patterns: Some Empirical Tests

Some empirical patterns in a riot process.

On Some Recursive Residual Rank Tests for Change~points on Some Recursive Residual Rank Tests for Change-points

A general class of recursive residuals is incorporated in the formulation of suitable (aligned) rank tests for change-points pertaining to some simple linear models. The asymptotic theory of the proposed tests rests on some invariance principles for recursively aligned signed rand statistics, and these are developed. Along with the asymptotic properties of the proposed tests, allied efficiency ...

The Capital Asset Pricing Model: Some Empirical Tests

Considerable attention has recently been given to general equilibrium models of the pricing of capital assets. Of these, perhaps the best known is the mean-variance formulation originally developed by Sharpe (1964) and Treynor (1961), and extended and clarified by Lintner (1965a; 1965b), Mossin (1966), Fama (1968a; 1968b), and Long (1972). In addition Treynor (1965), Sharpe (1966), and Jensen (...

Regional Employment Change

In this thesis, I study how routinization—the process of codifying and automating job tasks—influences regional employment change. I examine two questions. First, does routinization drive employment change in US metropolitan areas after controlling for occupation and industry mix? Second, does overall employment change occur more strongly through occupational change than industry change across ...

Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations