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Hiring discrimination in the French financial sector: an econometric analysis on field experiment data

Emmanuel, DUGUET; Pascale, PETIT - EconWPA - 2004

We study the determinants of hiring gender discrimination in the French financial sector through a controlled experiment. We find that, on the one hand, the access differences to job interviews by women and men are primarily explained by the expectation of a maternity by young women and, on the...

Persistent link: https://www.econbiz.de/10005408369

Smoothed Empirical Likelihood Methods for Quantile Regression Models

Whang, Yoon-Jae - EconWPA - 2003

samples than the confidence regions that can be constructed from the smoothed bootstrap method recently suggested by Horowitz …

Persistent link: https://www.econbiz.de/10005062560

Testing the 'new economic geography': a comparative analysis based on EU regional data

Fingleton, Bernard - EconWPA - 2005

urban economics. Using bootstrap inference and the J-test, the paper shows that while NEG theory is supported by the data …

Persistent link: https://www.econbiz.de/10005556190

A Bootstrap Test for Single Index Models

Haerdle, Wolfgang; MAMMEN, Enno; Proenca, Isabel - EconWPA - 2005

fixed link functions. In this paper we consider a bootstrap specification test that detects nonparametric deviations of the … link function. The bootstrap is used with the aim to find a more accurate distribution under the null than the normal … we show that the bootstrap is able to capture the negative bias and the skewness of the test statistic. It yields better …

Persistent link: https://www.econbiz.de/10005119201

LM-Tests for Linearity Against Smooth Transition Alternatives: A Bootstrap Simulation Study

Hill, Jonathan B. - EconWPA - 2004

LM sup-statistic and characterize the asymptotic p-value by Hansen's (1996) bootstrap method. In our simulations, we …

Persistent link: https://www.econbiz.de/10005119213

Value Investing in Emerging Markets: Risks and Benefits

Kargin, Vladislav - EconWPA - 2003

emerging markets. The statistical significance of these results were checked by a bootstrap procedure. The results imply that …

Persistent link: https://www.econbiz.de/10005125521

New Hope for the Fisher Effect? A Re-Examination Using Threshold Cointegration

Weidmann, Jens - EconWPA - 1997

This paper reassesses the long-run relation between nominal interest rates and inflation using German data. It shows that the empirical rejection of the strict Fisher effect in previous studies, i.e., the finding of interest rates not fully adjusting to changes in inflation, can be attributed to...

Persistent link: https://www.econbiz.de/10005126206