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Using the Helmert-Transformation to Reduce Dimensionality in a Mixed Model: Application to a Wage Equation with Worker and Firm Heterogeneity
high-dimensional two-way unobserved components matched employer-employee data ECM-algorithm
2012/10/25
A model for matched data with two types of unobserved heterogeneity is considered ?one related to the observation unit, the other to units to which the observation units are matched. One or both of th...
Unobserved Heterogeneity in Multiple-Spell Multiple-States Duration Models
multiple spell multiple state duration mixed proportional hazard multistate model unobserved heterogeneity frailty
2012/10/26
In survival analysis a large literature using frailty models, or models with unobserved heterogeneity, exist. In the growing literate on multiple spell multiple states duration models, or multistate m...
Heterogeneity in Schooling Rates of Return
Mincer regressions nonparamet ric rate of return to education
2012/10/30
This paper relaxes the assumption of homogeneous rates of return to schooling by employing nonparametric kernel regression. This approach allows us to examine the differences in rates of return to edu...
Unobserved Heterogeneity and Risk in Wage Variance: Does Schooling Provide Earnings Insurance?
wage inequality wage uncertainty unobserved heterogeneity selectivity education replication
2012/11/1
We apply a recently proposed method to disentangle unobserved heterogeneity from risk in returns to education. We replicate the original study on US men and extend to US women, UK men and German men. ...
Earnings Heterogeneity and Job Matching-Evidence from Linked Employer-Employee Data
Linked Employer-Employee Data Job Matching
2009/11/4
This article uses data from Statistics New Zealand!ˉs Linked Employer-Employee Data
(LEED) over the six year period April 1999-March 2005 in order to derive and analyse
estimates of two-way worke...