Nonparametric Quantile Regression Analysis Of Us Income Mobility

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Testing Exogeneity

Author : Neil R. Ericsson
Publisher :
ISBN 13 : 9780198774044
Total Pages : 436 pages
Book Rating : 4.7/5 (74 download)

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Book Synopsis Testing Exogeneity by : Neil R. Ericsson

Download or read book Testing Exogeneity written by Neil R. Ericsson and published by . This book was released on 1994 with total page 436 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book discusses the nature of exogeneity, a central concept in standard econometrics texts, and shows how to test for it through numerous substantive empirical examples from around the world, including the UK, Argentina, Denmark, Finland, and Norway. Part I defines terms and provides the necessary background; Part II contains applications to models of expenditure, money demand, inflation, wages and prices, and exchange rates; and Part III extends various tests of constancy and forecast accuracy, which are central to testing super exogeneity. About the Series Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.

Quantile Regression

Author : Roger Koenker
Publisher : Cambridge University Press
ISBN 13 : 1139444719
Total Pages : 367 pages
Book Rating : 4.1/5 (394 download)

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Book Synopsis Quantile Regression by : Roger Koenker

Download or read book Quantile Regression written by Roger Koenker and published by Cambridge University Press. This book was released on 2005-05-05 with total page 367 pages. Available in PDF, EPUB and Kindle. Book excerpt: Quantile regression is gradually emerging as a unified statistical methodology for estimating models of conditional quantile functions. By complementing the exclusive focus of classical least squares regression on the conditional mean, quantile regression offers a systematic strategy for examining how covariates influence the location, scale and shape of the entire response distribution. This monograph is the first comprehensive treatment of the subject, encompassing models that are linear and nonlinear, parametric and nonparametric. The author has devoted more than 25 years of research to this topic. The methods in the analysis are illustrated with a variety of applications from economics, biology, ecology and finance. The treatment will find its core audiences in econometrics, statistics, and applied mathematics in addition to the disciplines cited above.

Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures

Author : G. Gregoriou
Publisher : Springer
ISBN 13 : 0230298109
Total Pages : 277 pages
Book Rating : 4.2/5 (32 download)

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Book Synopsis Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures by : G. Gregoriou

Download or read book Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures written by G. Gregoriou and published by Springer. This book was released on 2010-12-13 with total page 277 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book proposes new methods to build optimal portfolios and to analyze market liquidity and volatility under market microstructure effects, as well as new financial risk measures using parametric and non-parametric techniques. In particular, it investigates the market microstructure of foreign exchange and futures markets.

The Intergenerational Earnings and Income Mobility of Canadian Men

Author : Miles Corak
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (137 download)

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Book Synopsis The Intergenerational Earnings and Income Mobility of Canadian Men by : Miles Corak

Download or read book The Intergenerational Earnings and Income Mobility of Canadian Men written by Miles Corak and published by . This book was released on 2001 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Our objective is to obtain an accurate estimate of the degree of intergenerational income mobility in Canada. We use income tax information on about 400,000 father-son pairs, and find intergenerational earnings elasticities to be about 0.2. Earnings mobility tends to be slightly greater than income mobility, but non-parametric techniques uncover significant non-linearities in both of these relationships. Intergenerational earnings mobility is greater at the lower end of the income distribution than at the upper end, and displays an inverted V-shape elsewhere. Intergenerational income mobility follows roughly the same pattern, but is much lower at the very top of the income distribution.

Topics in Advanced Econometrics

Author : Herman J. Bierens
Publisher : Cambridge University Press
ISBN 13 : 9780521565110
Total Pages : 274 pages
Book Rating : 4.5/5 (651 download)

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Book Synopsis Topics in Advanced Econometrics by : Herman J. Bierens

Download or read book Topics in Advanced Econometrics written by Herman J. Bierens and published by Cambridge University Press. This book was released on 1996-02-23 with total page 274 pages. Available in PDF, EPUB and Kindle. Book excerpt: A rigorous treatment of a number of timely topics in advanced econometrics.

The Oxford Handbook of the Social Science of Poverty

Author : David Brady
Publisher : Oxford University Press
ISBN 13 : 0199914052
Total Pages : 937 pages
Book Rating : 4.1/5 (999 download)

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Book Synopsis The Oxford Handbook of the Social Science of Poverty by : David Brady

Download or read book The Oxford Handbook of the Social Science of Poverty written by David Brady and published by Oxford University Press. This book was released on 2016 with total page 937 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Oxford Handbook of the Social Science of Poverty builds a common scholarly ground in the study of poverty by bringing together an international, inter-disciplinary group of scholars to provide their perspectives on the issue. Contributors engage in discussions about the leading theories and conceptual debates regarding poverty, the most salient topics in poverty research, and the far-reaching consequences of poverty on the individual and societal level.

Economics Letters

Author :
Publisher :
ISBN 13 :
Total Pages : 864 pages
Book Rating : 4.1/5 (765 download)

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Book Synopsis Economics Letters by :

Download or read book Economics Letters written by and published by . This book was released on 1980 with total page 864 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Getting Ahead

Author : Daniel P. McMurrer
Publisher : The Urban Insitute
ISBN 13 : 9780877666745
Total Pages : 120 pages
Book Rating : 4.6/5 (667 download)

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Book Synopsis Getting Ahead by : Daniel P. McMurrer

Download or read book Getting Ahead written by Daniel P. McMurrer and published by The Urban Insitute. This book was released on 1998 with total page 120 pages. Available in PDF, EPUB and Kindle. Book excerpt: Adapted in part from the "Opportunity in America" series of policy briefs, this volume focuses on social and economic mobility in the United States. Class or family background has a strong effect on individual success, the authors find. They examine the possible reasons for this relationship; how it has changed over the past century; and the role of the economy, the welfare system, and education in opening up opportunities for the less fortunate.

Mobility and Inequality

Author : Stephen L. Morgan
Publisher : Stanford University Press
ISBN 13 : 9780804752497
Total Pages : 498 pages
Book Rating : 4.7/5 (524 download)

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Book Synopsis Mobility and Inequality by : Stephen L. Morgan

Download or read book Mobility and Inequality written by Stephen L. Morgan and published by Stanford University Press. This book was released on 2006 with total page 498 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a collection of original research from the leading scholars in sociology and economics studying mobility and inequality. The volume brings together the state-of-the-art in the field and sets the agenda for future research.

Nonparametric Econometrics

Author : A. R. Pagan
Publisher :
ISBN 13 :
Total Pages : 424 pages
Book Rating : 4.:/5 (7 download)

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Book Synopsis Nonparametric Econometrics by : A. R. Pagan

Download or read book Nonparametric Econometrics written by A. R. Pagan and published by . This book was released on 1999 with total page 424 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Unequal Chances

Author : Samuel Bowles
Publisher : Princeton University Press
ISBN 13 : 1400835496
Total Pages : 315 pages
Book Rating : 4.4/5 (8 download)

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Book Synopsis Unequal Chances by : Samuel Bowles

Download or read book Unequal Chances written by Samuel Bowles and published by Princeton University Press. This book was released on 2009-10-15 with total page 315 pages. Available in PDF, EPUB and Kindle. Book excerpt: Is the United States "the land of equal opportunity" or is the playing field tilted in favor of those whose parents are wealthy, well educated, and white? If family background is important in getting ahead, why? And if the processes that transmit economic status from parent to child are unfair, could public policy address the problem? Unequal Chances provides new answers to these questions by leading economists, sociologists, biologists, behavioral geneticists, and philosophers. New estimates show that intergenerational inequality in the United States is far greater than was previously thought. Moreover, while the inheritance of wealth and the better schooling typically enjoyed by the children of the well-to-do contribute to this process, these two standard explanations fail to explain the extent of intergenerational status transmission. The genetic inheritance of IQ is even less important. Instead, parent-offspring similarities in personality and behavior may play an important role. Race contributes to the process, and the intergenerational mobility patterns of African Americans and European Americans differ substantially. Following the editors' introduction are chapters by Greg Duncan, Ariel Kalil, Susan E. Mayer, Robin Tepper, and Monique R. Payne; Bhashkar Mazumder; David J. Harding, Christopher Jencks, Leonard M. Lopoo, and Susan E. Mayer; Anders Björklund, Markus Jäntti, and Gary Solon; Tom Hertz; John C. Loehlin; Melissa Osborne Groves; Marcus W. Feldman, Shuzhuo Li, Nan Li, Shripad Tuljapurkar, and Xiaoyi Jin; and Adam Swift.

The Econometric Analysis of Network Data

Author : Bryan Graham
Publisher : Academic Press
ISBN 13 : 0128117729
Total Pages : 246 pages
Book Rating : 4.1/5 (281 download)

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Book Synopsis The Econometric Analysis of Network Data by : Bryan Graham

Download or read book The Econometric Analysis of Network Data written by Bryan Graham and published by Academic Press. This book was released on 2020-05-15 with total page 246 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Econometric Analysis of Network Data serves as an entry point for advanced students, researchers, and data scientists seeking to perform effective analyses of networks, especially inference problems. It introduces the key results and ideas in an accessible, yet rigorous way. While a multi-contributor reference, the work is tightly focused and disciplined, providing latitude for varied specialties in one authorial voice. - Answers both 'why' and 'how' questions in network analysis, bridging the gap between practice and theory allowing for the easier entry of novices into complex technical literature and computation - Fully describes multiple worked examples from the literature and beyond, allowing empirical researchers and data scientists to quickly access the 'state of the art' versioned for their domain environment, saving them time and money - Disciplined structure provides latitude for multiple sources of expertise while retaining an integrated and pedagogically focused authorial voice, ensuring smooth transition and easy progression for readers - Fully supported by companion site code repository - 40+ diagrams of 'networks in the wild' help visually summarize key points

Research on Economic Inequality

Author : Sanghamitra Bandyopadhyay
Publisher : Emerald Group Publishing
ISBN 13 : 1800715595
Total Pages : 252 pages
Book Rating : 4.8/5 (7 download)

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Book Synopsis Research on Economic Inequality by : Sanghamitra Bandyopadhyay

Download or read book Research on Economic Inequality written by Sanghamitra Bandyopadhyay and published by Emerald Group Publishing. This book was released on 2021-12-02 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume of Research on Economic Inequality contains research on how we measure poverty, inequality and welfare and how these measurements contribute towards policies for social mobility. The volume contains eleven papers, some of which focus on the uneven impact of the Covid-19 pandemic on poverty and welfare.

Methods for Analysing and Reporting EQ-5D Data

Author : Nancy Devlin
Publisher : Springer Nature
ISBN 13 : 3030476227
Total Pages : 114 pages
Book Rating : 4.0/5 (34 download)

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Book Synopsis Methods for Analysing and Reporting EQ-5D Data by : Nancy Devlin

Download or read book Methods for Analysing and Reporting EQ-5D Data written by Nancy Devlin and published by Springer Nature. This book was released on 2020-08-21 with total page 114 pages. Available in PDF, EPUB and Kindle. Book excerpt: This open access book is the first published guide about how to analyse data produced by the EQ-5D, one of the most widely used Patient Reported Outcomes questionnaires world wide. The authors provide practical, clear and comprehensive guidance in five concise chapters. Following an overview of the EQ-5D and its analysis, we describe how the questionnaire data – the EQ-5D profile and EQ VAS – can be analysed in different ways to generate important insights into peoples’ health. We then show how the value sets which accompany the EQ-5D can be applied to summarise patients’ data. The final chapter deals with advanced topics, including the use of Minimally Important Differences, case-mix adjustment, mapping, and more. This book is essential for those new to analyzing EQ-5D data and will be also be valuable for those with more experience. The methods can be applied to any EQ-5D instrument (for example, the three- and five-level and Youth versions) and many of the methods described will be equally relevant to other Patient Reported Outcomes instruments.

From Parents to Children

Author : John Ermisch
Publisher : Russell Sage Foundation
ISBN 13 : 1610447808
Total Pages : 523 pages
Book Rating : 4.6/5 (14 download)

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Book Synopsis From Parents to Children by : John Ermisch

Download or read book From Parents to Children written by John Ermisch and published by Russell Sage Foundation. This book was released on 2012-05-01 with total page 523 pages. Available in PDF, EPUB and Kindle. Book excerpt: Does economic inequality in one generation lead to inequality of opportunity in the next? In From Parents to Children, an esteemed international group of scholars investigates this question using data from ten countries with differing levels of inequality. The book compares whether and how parents' resources transmit advantage to their children at different stages of development and sheds light on the structural differences among countries that may influence intergenerational mobility. How and why is economic mobility higher in some countries than in others? The contributors find that inequality in mobility-relevant skills emerges early in childhood in all of the countries studied. Bruce Bradbury and his coauthors focus on learning readiness among young children and show that as early as age five, large disparities in cognitive and other mobility-relevant skills develop between low- and high-income kids, particularly in the United States and the United Kingdom. Such disparities may be mitigated by investments in early childhood education, as Christelle Dumas and Arnaud Lefranc demonstrate. They find that universal pre-school education in France lessens the negative effect of low parental SES and gives low-income children a greater shot at social mobility. Katherine Magnuson, Jane Waldfogel, and Elizabeth Washbrook find that income-based gaps in cognitive achievement in the United States and the United Kingdom widen as children reach adolescence. Robert Haveman and his coauthors show that the effect of parental income on test scores increases as children age; and in both the United States and Canada, having parents with a higher income betters the chances that a child will enroll in college. As economic inequality in the United States continues to rise, the national policy conversation will not only need to address the devastating effects of rising inequality in this generation but also the potential consequences of the decline in mobility from one generation to the next. Drawing on unparalleled international datasets, From Parents to Children provides an important first step.

Linear Regression Analysis

Author : Xin Yan
Publisher : World Scientific
ISBN 13 : 9812834109
Total Pages : 349 pages
Book Rating : 4.8/5 (128 download)

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Book Synopsis Linear Regression Analysis by : Xin Yan

Download or read book Linear Regression Analysis written by Xin Yan and published by World Scientific. This book was released on 2009 with total page 349 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This volume presents in detail the fundamental theories of linear regression analysis and diagnosis, as well as the relevant statistical computing techniques so that readers are able to actually model the data using the techniques described in the book. This book is suitable for graduate students who are either majoring in statistics/biostatistics or using linear regression analysis substantially in their subject area." --Book Jacket.

Econometric Analysis of Stochastic Dominance

Author : Yoon-Jae Whang
Publisher : Cambridge University Press
ISBN 13 : 1108690475
Total Pages : 279 pages
Book Rating : 4.1/5 (86 download)

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Book Synopsis Econometric Analysis of Stochastic Dominance by : Yoon-Jae Whang

Download or read book Econometric Analysis of Stochastic Dominance written by Yoon-Jae Whang and published by Cambridge University Press. This book was released on 2019-01-31 with total page 279 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book offers an up-to-date, comprehensive coverage of stochastic dominance and its related concepts in a unified framework. A method for ordering probability distributions, stochastic dominance has grown in importance recently as a way to measure comparisons in welfare economics, inequality studies, health economics, insurance wages, and trade patterns. Whang pays particular attention to inferential methods and applications, citing and summarizing various empirical studies in order to relate the econometric methods with real applications and using computer codes to enable the practical implementation of these methods. Intuitive explanations throughout the book ensure that readers understand the basic technical tools of stochastic dominance.