Showing 1 - 10 of 314
We carried out a survey among undergraduate students to investigate the role of gender stereotyping in the perception of female work and its consequences in terms of wage discrimination. Traditional female-oriented and male-oriented jobs are evaluated in terms of compensatory factors related to...
Persistent link: https://www.econbiz.de/10010835719
In this paper we present a stochastic volatility model assuming that the return shock has a Skew-GED distribution. This allows a parsimonious yet flexible treatment of asymmetry and heavy tails in the conditional distribution of returns. The Skew-GED distribution nests both the GED, the...
Persistent link: https://www.econbiz.de/10011264964
The purpose of this paper is to investigate the asymptotic null distribution of stationarity and nonstationarity tests when the distribution of the error term belongs to the normal domain of attraction of a stable law in any finite sample but the error term is an i.i.d. process with finite...
Persistent link: https://www.econbiz.de/10011264970
Stationarity tests exhibit extreme size distortions if the observable process is stationary yet highly persistent. In this paper we provide a theoretical explanation for the size distortion of the KPSS test for DGPs with a broad range of first order autocorrelation coefficient. Considering a...
Persistent link: https://www.econbiz.de/10008556950
The purpose of this paper is to investigate the asymptotic null distribution of stationarity and nonstationarity tests when the distribution of the error term belongs to the normal domain of attraction of a stable law in any finite sample but the error term is an i.i.d. process with finite...
Persistent link: https://www.econbiz.de/10005641886
In this paper we present a stochastic volatility model assuming that the return shock has a Skew-GED distribution. This allows a parsimonious yet flexible treatment of asymmetry and heavy tails in the conditional distribution of returns. The Skew-GED distribution nests both the GED, the...
Persistent link: https://www.econbiz.de/10005641897
This paper presents empirical evidence that \tax morale" - taxpayers' intrinsic motivation to pay taxes - constitutes a new determinant of happiness, even after controlling for several demographic and socioeconomic factors. Using data on Italian households for 2004, we assess the strength of tax...
Persistent link: https://www.econbiz.de/10008925663
In this paper we study the finite sample properties of some asymptotically equivalent estimators of cointegrating relationships and related test statistics: the Fully Modified Least Squares estimator proposed by Phillips and Hansen (1990), the Dynamic OLS estimator of Saikkonen (1991) and Stock...
Persistent link: https://www.econbiz.de/10005476032
This paper presents empirical evidence that “tax morale” - taxpayers’ intrinsic motivation to pay taxes - constitutes a new determinant of happiness, even after controlling for several demographic and socioeconomic factors. Using data on Italian households for 2004, we assess the strength...
Persistent link: https://www.econbiz.de/10010991158
This paper presents empirical evidence that “tax morale” – taxpayers’ intrinsic motivation to pay taxes – constitutes a new determinant of happiness, even after controlling for several demographic and socioeconomic factors. Using data on Italian households for 2004, we assess the...
Persistent link: https://www.econbiz.de/10011048184