Showing 1 - 10 of 11
East German wages have been below the West German wage level since unification. Moreover, the East-West wage gap implied by the contractual wages specified in collective wage agreements is drifting ever further apart from the wage gap in terms of effective wages. This paper looks at the role of...
Persistent link: https://www.econbiz.de/10010263641
We consider theoretical bootstrap coupling techniques for nonparametric robust smoothers and quantile regression, and verify the bootstrap improvement. To cope with curse of dimensionality, a variant of coupling bootstrap techniques are developed for additive models with both symmetric error...
Persistent link: https://www.econbiz.de/10010331127
East German wages have been below the West German wage level since unification. Moreover, the East-West wage gap implied by the contractual wages specified in collective wage agreements is drifting ever further apart from the wage gap in terms of effective wages. This paper looks at the role of...
Persistent link: https://www.econbiz.de/10005652784
by the actual question of dynamics of implied volatility (IV) functions. For different maturities the logreturns of IVs … the two sample inference for FPCA and develop two sample theory. We propose bootstrap tests for testing the equality of …
Persistent link: https://www.econbiz.de/10005677915
A method of principal components is employed to investigate nonlinear dynamic factor structure using a large panel data. The evidence suggests the possibility of nonlinearity in the U.S. while it excludes the class of nonlinearity that can generate endogenous fluctuation or chaos.
Persistent link: https://www.econbiz.de/10005595890
A method of principal components is employed to investigate nonlinear dynamic factor structure using a large panel data. The evidence suggests the possibility of nonlinearity in the U.S. while it excludes the class of nonlinearity that can generate endogenous fluctuation or chaos
Persistent link: https://www.econbiz.de/10005130249
We consider testing for correct specification of a nonparametric instrumental variable regression. In this ill-posed inverse problem setting, the test statistic is based on the empirical minimum distance criterion corresponding to the conditional moment restriction evaluated with a Tikhonov...
Persistent link: https://www.econbiz.de/10005162958
The relationship between calorie and nutrient (fat, protein, and carbohydrates) intake as a function of income is explored using data for 171 countries over two time periods 1990-1992 and 2003-2005. Three types of analysis are employed: i) nonparametric, ii) panel regressions, and iii) quantile...
Persistent link: https://www.econbiz.de/10008615047
We consider theoretical bootstrap \coupling" techniques for nonparametric robust smoothers and quantile regression, and verify the bootstrap improvement. To cope with curse of dimensionality, a variant of \coupling" bootstrap techniques are developed for additive models with both symmetric error...
Persistent link: https://www.econbiz.de/10010701762
We consider theoretical bootstrap "coupling" techniques for nonparametric robust smoothers and quantile regression, and verify the bootstrap improvement. To cope with curse of dimensionality, a variant of "coupling" bootstrap techniques are developed for additive models with both symmetric error...
Persistent link: https://www.econbiz.de/10010195959