Zobrazeno 1 - 10
of 39
pro vyhledávání: '"Wim P.M. Vijverberg"'
Publikováno v:
Computational Statistics & Data Analysis. 100:595-615
Financial data are often thick-tailed and exhibit skewness. The versatile Generalized Tukey Lambda (GTL) distribution is able to capture varying degrees of skewness in thin- or thick-tailed data. Such versatility makes the GTL distribution potentiall
Publikováno v:
Empirical Economics. 50:901-932
The pregibit binary choice model is built on a distribution that allows symmetry or asymmetry and thick tails, thin tails, or no tails. Thus, the model is much more flexible than the traditional binary choice models: pregibit nests logit, approximate
In this study, we investigate the finite sample properties of the optimal generalized method of moments estimator (OGMME) for a spatial econometric model with a first-order spatial autoregressive process in the dependent variable and the disturbance
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::60c9f4f68d45525084c1e2863857d419
Autor:
Wim P.M. Vijverberg, Jielai Ma
Publikováno v:
Communications in Statistics - Simulation and Computation. 39:1212-1227
This article compares two recently proposed test statistics for unobserved cluster effects (C, SSR w ) with three statistics frequently mentioned in panel econometrics (BP, SLM, F). Simulations include data generating processes with a cluster-level e
Autor:
Joop Hartog, Wim P.M. Vijverberg
Publikováno v:
Applied Economics
Applied Economics, 42(14), 1747-1760. Routledge
Applied Economics, 42(14), 1747-1760. Routledge
We analyse the information in the Dictionary of Occupational Titles to characterize the structure of labour demand. Two dimensions, an intellectual factor and a dexterity factor, capture two-thirds of the variance in job requirements; the remaining (
Publikováno v:
Oxford Bulletin of Economics and Statistics. 49:291-305
In this paper, the authors test the hypotheses that family and hired labor are perfect subst itutes in agricultural production in developing countries, and that t here is no quality differential between an hour of family and of hire d labor. Both hyp
Autor:
Wim P.M. Vijverberg
Publikováno v:
Oxford Bulletin of Economics and Statistics. 49:417-430
This paper provides a reevaluation of often-used limited dependent variable models. It shows that parameter estimators based on such models may be seriously biased and inconsistent if the true d istribution of the disturbance term deviates from norma
Publikováno v:
Empirical Economics (Heidelberg), 37(2), 271-286. Physica Verlag
Empirical Economics, 37(2), 271-286. Physica-Verlag
Empirical Economics, 37(2), 271-286. Physica-Verlag
This note develops a simple occupational choice model to examine three types of selection biases that may occur in empirically estimating the premium for uncertain wages. Individuals may select themselves into risky (wage-uncertain) jobs because they
Publikováno v:
Journal of Economic Surveys. 22:795-841
This paper provides a review of empirical studies into the impact of formal schooling on entrepreneurship selection and performance in industrial countries. We describe the main effects found in the literature, we explain the variance in results acro
Autor:
Joop Hartog, Wim P.M. Vijverberg
Publikováno v:
Economics of Education Review. 26:758-770
Skill development involves important choices for individuals and school designers: should individuals and schools specialise, or should they aim for an optimal combination of skills? We analyse this question by employing mean–standard deviation ana