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Robust estimation of wage dispersion with censored data : an application to occupational earnings risk and risk attitudes

Pollmann, Daniel; Dohmen, Thomas; Palm, Franz C. - 2013

We present a semiparametric method to estimate group-level dispersion, which is particularly effective in the presence of censored data. We apply this procedure to obtain measures of occupation-specific wage dispersion using top-coded administrative wage data from the German IAB Employment...

Persistent link: https://www.econbiz.de/10009775634

Robust estimation of wage dispersion with censored data : an application to occupational earnings risk and risk attitudes

Pollmann, Daniel; Dohmen, Thomas; Palm, Franz C. - In: De economist : Netherlands Economic Review 168 (2020) 4, pp. 519-540

Persistent link: https://www.econbiz.de/10012308783

Robust estimation of wage dispersion with censored data: an application to occupational earnings risk and risk attitudes

Pollmann, Daniel; Dohmen, Thomas; Palm, Franz C. - 2020

We present a semiparametric method to estimate group-level dispersion, which is particularly effective in the presence of censored data. We apply this procedure to obtain measures of occupation-specific wage dispersion using top-coded administrative wage data from the German IAB Employment...

Persistent link: https://www.econbiz.de/10012293101

Generalized least squares estimation of linear models containing rational future expectations

Nijman, Theodore E.; Palm, Franz C. - 1989

Persistent link: https://www.econbiz.de/10000782857

Testing for common cycles in VAR models with cointegration

Hecq, Alain W. J.; Palm, Franz C.; Urbain, Jean-Pierre - 1997

Persistent link: https://www.econbiz.de/10000981783

Permanent-transitory decomposition in VAR models with cointegration and common cycles

Hecq, Alain W. J.; Palm, Franz C.; Urbain, Jean-Pierre - 1997

Persistent link: https://www.econbiz.de/10000989790

GARCH models of volatility

Palm, Franz C. - 1996

Persistent link: https://www.econbiz.de/10001320260

Stochastic implications of the life cycle consumption model under rational habit formation

Winder, Carlo C. A. - In: Recherches économiques de Louvain 62 (1996) 3, pp. 403-412

Persistent link: https://www.econbiz.de/10001335576

Generalized least squares estimation of linear models containing rational future expectations

Nijman, Theodore E. - In: International economic review 32 (1991) 2, pp. 383-389

Persistent link: https://www.econbiz.de/10001105415

Consistent estimation of regression models with incompletely observed exogenous variables

Nijman, Theodore E. - In: Annales d'économie et de statistique (1988), pp. 151-175

Persistent link: https://www.econbiz.de/10001076721

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