منابع مشابه
On the Specification of Mincerian Wage Regressions with Heterogeneity, Non-Linearity, Non-Separability, and Heteroskedasticity
On the Specification of Mincerian Wage Regressions with Heterogeneity, Non-Linearity, Non-Separability, and Heteroskedasticity Using panel data taken from the NLSY, I perform the joint estimation of i) a reduced-form dynamic model of the transition from one grade level to the next with observed and unobserved heterogeneity, and ii) a flexible version of the celebrated Mincerian wage regression ...
متن کاملDouble - length regressions for the Box – Cox difference model with heteroskedasticity or autocorrelation
This paper derives Lagrange multiplier tests based on artificial double length regressions (DLR) to jointly test for differenced linear or loglinear models with no heteroskedasticity or autocorrelation against a more general differenced Box–Cox model with heteroskedasticity or autocorrelation. These tests are easy to implement and are illustrated using an empirical example. 2000 Elsevier Scie...
متن کاملGini, Deprivation and Complaints
Recent insights from the philosopher Larry Temkin have suggested a new basis for the measurement of income inequality, founded on the notion of individual complaints. about income distribution. Under certain specifications of the relationship between complaints and personal incomes it can be shown that a concept similar to the concept of deprivation then emerges. In turn deprivation is related ...
متن کاملHeteroskedasticity - and - Autocorrelation - Consistent Bootstrapping
In many, if not most, econometric applications, it is impossible to estimate consistently the elements of the white-noise process or processes that underlie the DGP. A common example is a regression model with heteroskedastic and/or autocorrelated disturbances, where the heteroskedasticity and autocorrelation are of unknown form. A particular version of the wild bootstrap can be shown to work v...
متن کاملMixed Normal Conditional Heteroskedasticity
Both unconditional mixed-normal distributions and GARCH models with fat-tailed conditional distributions have been employed for modeling financial return data. We consider a mixed-normal distribution coupled with a GARCH-type structure which allows for conditional variance in each of the components as well as dynamic feedback between the components. Special cases and relationships with previous...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Econometrics
سال: 2019
ISSN: 2225-1146
DOI: 10.3390/econometrics7010004