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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 - 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/10010317551
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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. - 2012
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/10010282144
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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 - Forschungsbasierte Infrastruktureinrichtung … - 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/10010896235
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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. - Institute for the Study of Labor (IZA) - 2012
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/10011279338
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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
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Testing for uniform wage trends in West-Germany: A cohort analysis using quantile regressions for censored data
Hujer, Reinhard; Fitzenberger, Bernd; Schnabel, Reinhold; … - In: Empirical Economics 26 (2001) 1, pp. 41-86
censoring in the data. We present a new framework to describe trends in the entire wage distribution across education and age …
Persistent link: https://www.econbiz.de/10005382412
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Improved Probabilistic Wind Power Forecasts with an Inverse Power Curve Transformation and Censored Regression
Messner, Jakob W.; Zeileis, Achim; Broecker, Jochen; … - 2013
without the proposed inverse power curve transformation, and (c) with and without censoring. The results show that with our … inverse (power-to-wind) transformation, simpler linear regression models with censoring perform equally or better than …
Persistent link: https://www.econbiz.de/10010312232
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Improved Probabilistic Wind Power Forecasts with an Inverse Power Curve Transformation and Censored Regression
Messner, Jakob W.; Zeileis, Achim; Broecker, Jochen; … - Institut für Finanzwissenschaft, Fakultät für … - 2013
without the proposed inverse power curve transformation, and (c) with and without censoring. The results show that with our … inverse (power-to-wind) transformation, simpler linear regression models with censoring perform equally or better than …
Persistent link: https://www.econbiz.de/10010602083
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Semiparametric Estimation of a Sample Selection Model in the Presence of Endogeneity
Schwiebert, Jörg - 2012
In this paper, we derive a semiparametric estimation procedure for the sample selection model when some covariates are endogenous. Our approach is to augment the main equation of interest with a control function which accounts for sample selectivity as well as endogeneity of covariates. In...
Persistent link: https://www.econbiz.de/10010294432
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Bias-Corrected Quantile Regression Estimation of Censored Regression Models
Cizek, Pavel; Sadikoglu, S. - Tilburg University, Center for Economic Research - 2014
Motivated by weak small-sample performance of the censored regression quantile estimator proposed by Powell (1986a), two- and three-step estimation methods were introduced for estimation of the censored regression model under conditional quantile restriction. While those stepwise estimators have...
Persistent link: https://www.econbiz.de/10011090991