Search Results - subject:"Sample selectivity"

MODELING FINANCIAL ASSET DEMANDS OF SMALL AGRIBUSINESS FIRMS: A PORTFOLIO THEORY APPROACH

Holmes, Marionette; Park, Timothy A. - Agricultural and Applied Economics Association - AAEA - 2001

This study derives a demand model for small firm finances using a portfolio allocation theory. The assumption of the manager versus the firm as the primary financial decision-maker of small firm is tested. We employ empirical techniques that allow for indirect utility estimation in a...

Persistent link: https://www.econbiz.de/10005503654

- UN ANÁLISIS SOBRE EL GASTO EN SERVICIOS DE VIVIENDA EN ESPAÑA

Colom, María Consuelo; Molés, María Cruz - Instituto Valenciano de Investigaciones Económicas (IVIE) - 1999

econometric models with sample selectivity. El objetivo del trabajo es estudiar los factores sociodemográficos y económicos que …

Persistent link: https://www.econbiz.de/10005731180

Margins of Multinational Labor Substitution

Muendler, Marc-Andreas; Becker, Sascha O. - Institute for the Study of Labor (IZA) - 2006

Multinational labor demand responds to wage differentials at the extensive margin, when a multinational enterprise (MNE) expands into foreign locations, and at the intensive margin, when an MNE operates existing affiliates across locations. We derive conditions for parametric and nonparametric...

Persistent link: https://www.econbiz.de/10005763927

Reassessing the Gender Wage Gap: Does Labour Force Attachment Really Matter? Evidence from Matched Labour Force and Biographical Surveys in Madagascar

Nordman, Christophe; Roubaud, François - DIAL - 2005

(english) Differences in labour force attachment across gender are important to explain the extent of the gender earnings gap. However, measures of women's professional experience are particularly prone to errors given discontinuity in labour market participation. For instance, the classical...

Persistent link: https://www.econbiz.de/10005094539

Alternative Beta Risk Estimators in Emerging Markets: The Latin American Case.

Maldonado, Diana; Fry, Tim; Brooks, Robert; Faff, Robert - Econometric Society - 2004

used is the sample selectivity model, which includes a two-step method: a selectivity equation and a regression component …

Persistent link: https://www.econbiz.de/10005702548

Expropriation Risk and Return in Global Equity Markets

Bansal, Ravi; Dahlquist, Magnus - Institute for Financial Research (SIFR) - 2002

developed and emerging markets. We argue that national equity returns are subject to sample selectivity. The lack of credible … develop a model of sample selectivity. We find that after taking account of the sample selectivity bias, our model of …

Persistent link: https://www.econbiz.de/10005190931

Sovereign Risk and Return in Global Equity Markets

Bansal, Ravi; Dahlquist, Magnus - C.E.P.R. Discussion Papers - 2001

developed and emerging markets. We argue that national equity returns are subject to sample selectivity and peso biases. The … general equilibrium model for systematic risk (related to market risk and volatility risk) and sample selectivity. We find … that after taking account of the sample selectivity bias, our model of systematic risk can account for the differences in …

Persistent link: https://www.econbiz.de/10005067438