Zobrazeno 1 - 10
of 42
pro vyhledávání: '"Juan M. Rodriguez-Poo"'
Publikováno v:
Econometric Reviews. 41:321-358
Multidimensional panel datasets are routinely employed to identify marginal effects in empirical research. Fixed effects estimators are typically used to deal with potential correlation between uno...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bfc4a9d4c41906140391aa4832122fb4
https://doi.org/10.1080/07474938.2021.1957283
https://doi.org/10.1080/07474938.2021.1957283
Publikováno v:
The Econometrics Journal, Volume 25, Issue 1, January 2022, Pages 114-133
UCrea Repositorio Abierto de la Universidad de Cantabria
Universidad de Cantabria (UC)
UCrea Repositorio Abierto de la Universidad de Cantabria
Universidad de Cantabria (UC)
In this paper, we consider efficiency improvement in a nonparametric panel data model with cross-sectional dependence. A generalised least squares (GLS)-type estimator is proposed by taking into account this dependence structure. Parameterising the c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::52e014e1385736aea1ac8532944bf400
https://doi.org/10.1093/ectj/utab016
https://doi.org/10.1093/ectj/utab016
Publikováno v:
European Journal of Women's Studies. 29:72-91
Using microdata from the Wage Structure Survey, we analyse the gender wage gap in the private and public sectors, considering the whole wage distribution. The main contribution is to assume that the decision to work in a sector is a prior process det
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ccc8168cbd6aa4715b19ee12c53cf4dc
https://doi.org/10.1177/1350506820979023
https://doi.org/10.1177/1350506820979023
Publikováno v:
Journal of Multivariate Analysis Volume 173, September 2019, Pages 110-124
In this paper local empirical likelihood-based inference for nonparametric categorical varying coefficient panel data models with fixed effects under cross-sectional dependence is investigated. First, we show that the naive empirical likelihood ratio
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::da35803d0e3bb1bd65797044231618c9
https://doi.org/10.1016/j.jmva.2019.02.005
https://doi.org/10.1016/j.jmva.2019.02.005
Publikováno v:
Econometric Reviews, 2020 39:3, 277-298
UCrea Repositorio Abierto de la Universidad de Cantabria
Universidad de Cantabria (UC)
UCrea Repositorio Abierto de la Universidad de Cantabria
Universidad de Cantabria (UC)
This article provides several tests for skewness and kurtosis for the error terms in a one-way fixed-effects varying coefficient panel data model. To obtain these tests, estimators of higher-order moments of both error components are obtained as solu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d580722066adb75b1174db5947d09381
https://doi.org/10.1080/07474938.2019.1624403
https://doi.org/10.1080/07474938.2019.1624403
Publikováno v:
Statistica Sinica, Volume 31, Number 2, April 2021
UCrea Repositorio Abierto de la Universidad de Cantabria
Universidad de Cantabria (UC)
UCrea Repositorio Abierto de la Universidad de Cantabria
Universidad de Cantabria (UC)
This paper is concerned with the estimation of a fixed effects panel data model that adopts a partially linear form, in which the coeffcients of some variables are restricted to be constant but the coeffcients of other variables are assumed to be var
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::43f260e61d2af41c0be96ad8445bb513
http://hdl.handle.net/10902/20769
http://hdl.handle.net/10902/20769
This article presents an adaptive omnibus specification test of asset pricing models where the stochastic discount factor is conditionally affine in the pricing factors. These models provide constraints that conditional moments of returns and pricing
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a8e45510a282158b862d52862228f4ef
Autor:
Juan M. Rodriguez Poo
Publikováno v:
Spanish Journal of Statistics. :5-8
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2f2c40a92987a5f1018055402bedeca0
https://doi.org/10.37830/sjs.2019.1.01
https://doi.org/10.37830/sjs.2019.1.01
Publikováno v:
Journal of Statistical Planning and Inference. 196:144-162
In this paper local empirical likelihood-based inference for non-parametric varying coefficient panel data models with fixed effects is investigated. First, we show that the naive empirical likelihood ratio is asymptotically standard chi-squared when
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::64a9f35f59cec2ac53c1289c6b3a0a11
https://doi.org/10.1016/j.jspi.2017.11.003
https://doi.org/10.1016/j.jspi.2017.11.003
Publikováno v:
Applied Economics. 50:2147-2155
The main interest of this article is to propose an individual utility maximization model to explain the low participation of disabled people. We account for heterogeneity of preferences and further...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::da21b28d9d6a3234d39ab9fbdd2e42bc
https://doi.org/10.1080/00036846.2017.1392000
https://doi.org/10.1080/00036846.2017.1392000