Search Results - subject:"quantile regression."

The Role of Background Factors for Reading Literacy: Straight National Scores in the PISA 2000 Study

Fertig, Michael; Schmidt, Christoph M. - Institute for the Study of Labor (IZA) - 2002

Based on the individual-level data of the PISA 2000 study, this note provides a detailed econometric analysis of the way that reading test scores are associated with individual and family background information and with characteristics of the school and class of the 15 to 16 year old respondents...

Persistent link: https://www.econbiz.de/10005566514

Integrated Conditional Moment testing of quantile regression models

Bierens, Herman J.; Ginther, Donna K. - In: Empirical Economics 26 (2001) 1, pp. 307-324

In this paper we propose a consistent test of the linearity of quantile regression models, similar to the Integrated … Conditional Moment (ICM) test of Bierens (1982) and Bierens and Ploberger (1997). This test requires re-estimation of the quantile … regression model by minimizing the ICM test statistic with respect to the parameters. We apply this ICM test to examine the …

Persistent link: https://www.econbiz.de/10005382156

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