Manajemen | Fakultas Ekonomi Universitas Maritim Raja Ali Haji jbes%2E2009%2E06157
Teks penuh
Gambar
Dokumen terkait
For robustness, we compare our results using this flexible submodel specification to a Gaussian submodel specification to see if the more general distribution affects our
Remark 2. It is important to note that in model I , the limit distribution does not depend on c , and in this case we can expect the tests to be unaffected by size distortions
1996—Winner: Ekaterini Kyriazidou, Northwestern Univer- sity thesis, “Essays in Estimation and Testing of Econometric Models.” Honorable Mention : Gaham Elliot, Harvard Univer-
KEY WORDS: Backtesting; Basel Accord; Conditional quantile; Estimation risk; Fixed, rolling, and recursive forecasting scheme; Forecast evaluation; Risk management;
Given the NLSY sample, I showed that under the maintained joint MTR–MTS assumption and no assump- tions on the distribution of missing treatments, using drugs dur- ing work hours
To investigate whether minority workers face an economy- wide glass ceiling or sticky floor, we estimate wage gaps at sev- eral quantiles of the conditional wage
large sample inference without consistent variance estimation to a generic strategy that can be employed in different settings, such as in time series data, panel data, or
Using individual- level data from the United States, we empirically investigate the role of lower- tail income inequality in determining rates of early nonmarital childbearing
