Search Results - subject:"quantile regression"

Portfolio style: Return-based attribution using quantile regression

Gilbert W. Bassett Jr.; Chen, Hsiu-Lang - In: Empirical Economics 26 (2001) 1, pp. 293-305

Return-based classification identifies a portfolio's style signature in the time series of its returns. Detection is based on a regression of portfolio returns on returns of factor mimicking indices. The method is easy to apply and does not require information about portfolio composition....

Persistent link: https://www.econbiz.de/10005382193

Quantile regression with sample selection: Estimating women's return to education in the U.S.

Buchinsky, Moshe - In: Empirical Economics 26 (2001) 1, pp. 87-113

This study uses quantile regression techniques to analyze changes in the returns to education for women. The data used … sample selection bias in the quantile regression, the second step incorporates a nonparametric method, using an idea similar … to one developed by Heckman (1980) and Newey (1991) for mean regression, and Buchinsky (1998) for quantile regression. <p …

Persistent link: https://www.econbiz.de/10005382195

The public-private sector wage gap in Zambia in the 1990s: A quantile regression approach

Rosholm, Michael; Nielsen, Helena Skyt - In: Empirical Economics 26 (2001) 1, pp. 169-182

We investigate the determinants of wages in Zambia and based on the quantile regression approach, we analyze how their …

Persistent link: https://www.econbiz.de/10005382244

Nonparametric quantile regression analysis of R&D-sales relationship for Korean firms

Nahm, Joon-Woo - In: Empirical Economics 26 (2001) 1, pp. 259-270

This paper applies the nonparametric quantile regression estimation procedure to the analysis of the innovation …

Persistent link: https://www.econbiz.de/10005382332

Testing for uniform wage trends in West-Germany: A cohort analysis using quantile regressions for censored data

Hujer, Reinhard; Fitzenberger, Bernd; Schnabel, Reinhold; … - In: Empirical Economics 26 (2001) 1, pp. 41-86

The rise of unemployment in West Germany is often attributed to an inflexibility of the wage structure in the face of a skill bias in labor demand trends. In addition, there is concern in Germany that during the 70s and 80s unions were pursuing a too egalitarian wage policy. In a cohort...

Persistent link: https://www.econbiz.de/10005382412

Is There a Glass Ceiling in Sweden?

Albrecht, James; Björklund, Anders; Vroman, Susan - Institute for the Study of Labor (IZA) - 2001

Using data from 1998, we show that the gender log wage gap in Sweden increases throughout the wage distribution and accelerates in the upper tail of the distribution, which we interpret as a glass ceiling effect. Using earlier data, we show that the same pattern held at the beginning of the...

Persistent link: https://www.econbiz.de/10005763549

Wage Inequality in Developing Countries: Market Forces or Government Intervention

Miles, Daniel; Rossi, Máximo - Departamento de Economía, Facultad de Ciencias Sociales - 2001

Wage dispersion had increased significantly in developing countries, despite the openness to trade of these economies. Research on this issue, using approaches valid under the assumption of conventional demand-supply competitive framework, conclude that this observed increase in wage inequality...

Persistent link: https://www.econbiz.de/10004990432

Assymetries in Union Relative Wage Effects in Ghanian Manufacturing - An analysis Applying Quantile Regressions

Blunch, Niels-Hugo; Verner, Dorthe - Institut for Marketing og Organisation, Aarhus Universitet - 2001

This paper analyzes the earnings determinants in the Ghanian manufacturing industries, focussing on the impact of unions in terms of the so-called "union relative wage effect" and the possible asymmetries of this impact across the earnings distribution. We find evidence of a union relative wage...

Persistent link: https://www.econbiz.de/10005645251

How wide is the gap? An investigation of gender wage differences using quantile regression

López-Nicolás, Angel; García, Jaume; Hernández, Pedro J. - In: Empirical Economics 26 (2001) 1, pp. 149-167

In this paper we re-examine the link between subjective perceptions and objective measures of wage discrimination by estimating the mean and several quantiles in the conditional wage distribution of men and women in order to decompose the gender wage gap into the part attributed to different...

Persistent link: https://www.econbiz.de/10005613031

A Bootstrap Approach to Nonparametric Regression for Right Censored Data

Li, Gang; Datta, Somnath - In: Annals of the Institute of Statistical Mathematics 53 (2001) 4, pp. 708-729

Persistent link: https://www.econbiz.de/10005616269