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Exlpoiting information from path dependency in Oaxaca-Blinder decomposition procedures

Fournier, Martin - In: Applied economics letters 12 (2005) 11, pp. 669-672

Persistent link: https://www.econbiz.de/10003110418

Solving asset pricing models when the price-dividend function is analytic

Calin, Ovidiu L.; Chen, Yu; Cosimano, Thomas F.; … - In: Econometrica : journal of the Econometric Society, an … 73 (2005) 3, pp. 961-982

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Continuous time one-dimensional asset-pricing models with analytic price-dividend functions

Chen, Yu; Cosimano, Thomas F.; Himonas, Alex A. - In: Economic theory : official journal of the Society for … 42 (2010) 3, pp. 461-503

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On formulating and solving portfolio decision and asset pricing problems

Chen, Yu; Cosimano, Thomas F.; Himonas, Alex A. - 2014

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An analytic approach for stochastic differential utility for endowment and production economies

Chen, Yu; Cosimano, Thomas F.; Himonas, Alex A.; Kelly, … - In: Computational economics 44 (2014) 4, pp. 397-443

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Analytic solving of asset pricing models : the by force of habit case

Chen, Yu; Cosimano, Thomas F.; Himonas, Alex A. - In: Journal of economic dynamics & control 32 (2008) 11, pp. 3631-3660

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Solving an asset pricing model with hybrid internal and external habits, and autocorrelated Gaussian shocks

Chen, Yu; Cosimano, Thomas F.; Himonas, Alex A. - In: Annals of finance 4 (2008) 3, pp. 305-344

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Selection bias correction based on the multinomial logit model

Bourguignon, François; Fournier, Martin; Gurgand, Marc - 2002

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Selection bias corrections based on the multinominal logit model : Monte Carlo comparisons

Bourguignon, François; Fournier, Martin; Gurgand, Marc - In: Journal of economic surveys 21 (2007) 1, pp. 174-205

Persistent link: https://www.econbiz.de/10003412302

Exploiting Information from Path Dependency in Oaxaca-Blinder Decomposition Procedures

Fournier, Martin - 2004

This paper argues that path dependency in Oaxaca-Blinder decomposition procedures should not be considered as a limitation and provides valuable information. Illustration is given for the evaluation of racial discrimination on health in South Africa for 1999

Persistent link: https://www.econbiz.de/10014069933