Essays On Applied Econometrics
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Three Essays In Applied Econometrics
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Author : Emel Oylum Yildirim
language : en
Publisher:
Release Date : 2011
Three Essays In Applied Econometrics written by Emel Oylum Yildirim and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011 with Accounts current categories.
This dissertation presents three essays which are linked by the use of econometric models to explain problems that are only explained descriptively in the literature. The first essay, statistically shows that a systematic measurement bias can significantly distort predictions obtained using an international accounting framework due to the sizable diversity of the parties involved in it. Once the measurement bias is taken into account, the average value gains on the US foreign asset and liability categories are estimated to be smaller, and no evidence is found on positive yield differential. The second essay estimates the value gains and the mismeasurement using data at multiple frequencies. The results show that positive sizable return differential is present after 2002. The third essay shows that the increasing availability of prescription opioids threatens sellers' profit margin since it is a close substitute for heroin and forces sellers to find alternative methods to compensate buyers in the case of a negative supply shock.
Three Essays In Applied Econometrics
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Author : Yanjun Lin
language : en
Publisher:
Release Date : 2016
Three Essays In Applied Econometrics written by Yanjun Lin and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016 with Econometrics categories.
Two Essays In Applied Econometrics On Duration Analysis And Model Selection
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Author : 郭穎文
language : en
Publisher:
Release Date : 2010
Two Essays In Applied Econometrics On Duration Analysis And Model Selection written by 郭穎文 and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with Econometric models categories.
Two Essays On Applied Econometrics
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Author : John P. Daley
language : en
Publisher:
Release Date : 1983
Two Essays On Applied Econometrics written by John P. Daley and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1983 with Econometrics categories.
Econometric Theory And Practice
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Author : P. C. B. Phillips
language : en
Publisher: Cambridge University Press
Release Date : 2006-01-09
Econometric Theory And Practice written by P. C. B. Phillips and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-01-09 with Business & Economics categories.
The essays in this book explore important theoretical and applied advances in econometrics.
Essays On Applied Econometrics
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Author : Seongjin Jin
language : en
Publisher:
Release Date : 2021
Essays On Applied Econometrics written by Seongjin Jin and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021 with categories.
My dissertation, titled "Essays on Applied Econometrics," develops new methods to analyze economic data and design experiments, and applies them to labor market data. Each chapter answers a real-world question by applying a new econometric method to the data. Chapter 1 studies a policy change to a cash transfer program for the elderly in South Korea. This change doubled the maximum benefit to approximately $200 per month and expanded the target group by 10%. The main estimand is the causal effect of this change on the elderly's labor supply, such as labor force participation and hours of work. I take two approaches to identify the counterfactual outcomes: a potential outcomes analysis and a structural model analysis. I find that the program's change did not affect the labor supply on the intensive or extensive margins significantly. However, if the policymaker were to increase the benefit to about $1000, the estimated structural model implies a significant reduction in labor supply on both the intensive and extensive margins. Chapter 2 introduces a novel method to adaptively design randomized experiments. For randomized experiments with a pilot stage, or multi-stage experiments, [Hahn et al., 2011] propose an adaptive experimental design that adjusts the next stage's propensity score based on data of the previous stages. I discuss how the discretization of covariates affects the precision of the estimation of the average treatment effect (ATE) through the estimated propensity score for the next stage. Also, I propose an algorithm using the bootstrap technique to find the optimal level of discretization of covariates. Monte Carlo simulations and an application with actual data show that the suggested method performs well. Chapter 3 proposes hybrid estimation for the density of fixed censored data. This approach combines a parametrically estimated density function for the censored observations with a nonparametrically estimated density for the uncensored observations. My method is less sensitive to distributional assumptions than conventional parametric methods. I apply my method to estimate the full distributions of fixed right-censored variables, such as annual earnings and the survival time of cystic fibrosis patients.
Essays In Applied Econometrics
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Author : Benjamin Cerf Harris
language : en
Publisher:
Release Date : 2013
Essays In Applied Econometrics written by Benjamin Cerf Harris and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013 with Academic achievement categories.
This thesis includes three essays in applied econometrics. The first and third chapters focus on labor market outcomes of minority group members, while the second focuses on education. Chapter 1 deals with the relationship between sexual orientation, gender, partnership, and labor outcomes. I suggest that if there are compensating differentials and a gender gap in potential wages, an income effect can lead partnered gay men to jobs with lower wages and higher amenities than partnered straight men. The same mechanism would lead partnered lesbians to lower amenity and higher wage jobs than partnered straight women, and we would expect no differences between singles. I present results on estimated wages and new data on stressfulness of one's working environment that are largely consistent with these predictions, and then I discuss possible alternative explanations for my findings. Chapter 2 focuses on the effect of open enrollment policies on students' academic achievement. The introduction of open enrollment may improve student achievement by providing access to better schools and by increasing inter-school competition. We use measures of the local scope for school choice and competition before and after the policy change to investigate its effect on test scores. We find the policy's effect depends on the quality of public schools that are located in proximity to a student's residence. Students who are already guaranteed access to the locally top-ranked school earn lower scores under open enrollment, while those who gain access to higher-ranked schools earn higher scores. All students experience a small positive effect from increased competition. Chapter 3 explores the role of initial housing conditions on labor outcomes of new immigrants to Canada. We focus on whether immigrants arranged housing before landing. Within the framework of a dual search model, this variable can be interpreted as capturing the opportunity cost of searching for a job. We find that not pre-arranging housing is associated with temporary worse labor outcomes among unskilled immigrants. The remainder of the chapter is spent looking for evidence that these results are due to an unobserved variable driving both housing arrangements as well as labor outcomes, but no such evidence is found.
Essays On Applied Econometrics
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Author : Demba Fofana
language : en
Publisher:
Release Date : 2017
Essays On Applied Econometrics written by Demba Fofana and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017 with categories.
This dissertation is composed of three different essays. In the first essay, we investigate wage determinants and dynamics across the distribution. Our approach is different than the large body of research in the area. We are the first to establish wage dynamics at different regions of the wage distribution and to show how wage dynamics are different among quintiles. The most notable results of this essay are showing how some economic theories differ across wage distribution. Our results support some previous findings, for instance, there is a negative relationship between real wages and unemployment rate in the long-run. However, in the short-run, this negative relation between real wage fifth quintile and unemployment rate no longer holds. Another contribution of this essay is methodological. Since wage data are skewed, classical approaches are questionable, and our wage-quintile approach makes a huge difference in finding different relationships among economic variables. The second essay deals with model comparison, which procedure is more appropriate when data are limited. It compares different methodologies, which deal with small sample size. The competing procedures are Bayesian Method: Bayesian with informative prior and Bayesian with non-informative prior, Theil-Goldberger Mixed Estimator, and the Bootstrapping. Our recommendation for future researchers who analyze limited data is to adopt the Bayesian method with informative priors since it produces smaller predictive errors. The third essay re-examines wage productivity gap. Considering the nature of wage distribution-skewed, we propose to examine wage productivity gap by quintiles. Our findings indicate that labor productivity growth shocks impact positively all real wage quintiles, but at different rates. However, mainly those at the top of wage distribution are profiting from labor productivity growth.
Handbook Of Econometrics
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Author : J.J. Heckman
language : en
Publisher: Elsevier
Release Date : 2001-11-22
Handbook Of Econometrics written by J.J. Heckman and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-11-22 with Business & Economics categories.
The Handbook is a definitive reference source and teaching aid for econometricians. It examines models, estimation theory, data analysis and field applications in econometrics. Comprehensive surveys, written by experts, discuss recent developments at a level suitable for professional use by economists, econometricians, statisticians, and in advanced graduate econometrics courses. For more information on the Handbooks in Economics series, please see our home page on http://www.elsevier.nl/locate/hes
Essays In Applied Econometrics
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Author : Vincenzo Scrutinio
language : en
Publisher:
Release Date : 2019
Essays In Applied Econometrics written by Vincenzo Scrutinio and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019 with categories.