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41.
Atlantic Economic Journal - 相似文献
42.
Andrew Clare Richard Priestley & Stephen Thomas 《Journal of Business Finance & Accounting》1997,24(5):645-655
We test the robustness of the APT to two alternative estimation procedures: the Fama and MacBeth (1973) two-step methodology; and the one-step procedure due to Burmeister and McElroy (1988). We find that the APT is indeed sensitive to the chosen estimator and assumptions about the factor structure of stock returns. We believe that our findings have implications for the estimation of asset pricing models in general. 相似文献
43.
Harold Alderman Jere R. Behrman David R. Ross Richard Sabot 《Oxford bulletin of economics and statistics》1996,58(1):29-55
This paper estimates the private returns to human capital in Pakistani rural labour markets. The rich data used permit inclusion of several dimensions of human capital and control for endogeneity resulting from investment in human capital. The results suggest that, without data on determinants of human capital, it would not be possible to disentangle the separate effect of each dimension of human capital on wage differentials nor to distinguish human capital explanations for wage differentials from signalling and credentialist models. With control for endogeneity of human capital and selectivity into wage employment, cognitive achievement, but not schooling attainment separate from cognitive achievement nor long-run health status, affects wage differentials. 相似文献
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"A projection model based on a multivariate continuous state, stochastic process is presented. The model allows multiple time-varying covariates to be used so parameters can be estimated from time series information on health changes and mortality, and their interaction. Health changes are simulated by altering parameters controlling the age trajectory and diffusion of risk factor means, variances, and covariances....By increasing the information used in projections it may be possible to better (a) anticipate the state of health at extreme ages, (b) forecast changes in health at specific ages over time, (c) stimulate the effects of specific interventions, and (d) determine the sensitivity of outcomes to a range of interventions." 相似文献
46.
Tannen MB 《Review of urban and regional development studies : RURDS : journal of the Applied Regional Conference》1992,4(1):32-49
"In this paper 1980 [Brazilian] Census microdata are used to evaluate the experiences of males who moved from the Northeast to the Southeast in the post- 'miracle' period. Using regression analysis, migrant earnings are compared to those of persons who remain in the Northeast, to estimate the average earnings gain from relocating. These results are then disaggregated by education, age at migration, period of residence, and particular sending and receiving location, to provide more specific information on which groups benefit most. Wide variation in gains is observed, but substantial improvements in earnings are reported in most cases." 相似文献
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Ginsberg RB 《Regional Science and Urban Economics》1979,9(4):369-392
The main results of eleven studies of the nature and determinants of the timing of moves and duration of residence effects are presented. The studies (see table 1) illustrate the use of the methodological framework for studying individual histories of the previous article. There are substantial duration of residence effects in most population subgroups, implying that the migration process in non-Markovian at the mocro level and that the semi-Markov model is required. However, characterization of effects and their determinants are shown to depend so heavily on the type of interval and observation scheme used, that only within a comprehensive framework is proper interpretation of empirical results possible. 相似文献
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