Decomposing Excess Returns in Stochastic Linear Models
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Lin, Carl, 2011.
"Give Me Your Wired and Your Highly Skilled: Measuring the Impact of Immigration Policy on Employers and Shareholders,"
IZA Discussion Papers
5754, Institute of Labor Economics (IZA).
- Carl Lin, 2011. "Give me your wired and your highly skilled: measuring the impact of immigration policy on employers and shareholders," Working Papers 2011/17, Institut d'Economia de Barcelona (IEB).
- Lin, Carl, 2011.
"Give Me Your Wired and Your Highly Skilled: Measuring the Impact of Immigration Policy on Employers and Shareholders,"
IZA Discussion Papers
5754, Institute for the Study of Labor (IZA).
- Carl Lin, 2011. "Give me your wired and your highly skilled: measuring the impact of immigration policy on employers and shareholders," Working Papers 2011/17, Institut d'Economia de Barcelona (IEB).
- Alan S. Blinder, 1973. "Wage Discrimination: Reduced Form and Structural Estimates," Journal of Human Resources, University of Wisconsin Press, vol. 8(4), pages 436-455.
- Daniel A. Powers & Hirotoshi Yoshioka & Myeong-Su Yun, 2011. "mvdcmp: Multivariate decomposition for nonlinear response models," Stata Journal, StataCorp LP, vol. 11(4), pages 556-576, December.
- Yun, Myeong-Su, 2004.
"Decomposing differences in the first moment,"
Economics Letters, Elsevier, vol. 82(2), pages 275-280, February.
- Yun, Myeong-Su, 2003. "Decomposing Differences in the First Moment," IZA Discussion Papers 877, Institute of Labor Economics (IZA).
- Schwert, G William, 1981. "Using Financial Data to Measure Effects of Regulation," Journal of Law and Economics, University of Chicago Press, vol. 24(1), pages 121-158, April.
- Gerald G. Brown & Herbert C. Rutemiller, 1977. "Means and Variances of Stochastic Vector Products with Applications to Random Linear Models," Management Science, INFORMS, vol. 24(2), pages 210-216, October.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Lin, Carl, 2012. "Less Myth, More Measurement: Decomposing Excess Returns from the 1989 Minimum Wage Hike," IZA Discussion Papers 6269, Institute of Labor Economics (IZA).
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Lin, Carl, 2012. "Less Myth, More Measurement: Decomposing Excess Returns from the 1989 Minimum Wage Hike," IZA Discussion Papers 6269, Institute of Labor Economics (IZA).
- Galperin, Hernan & Arcidiacono, Malena, 2021. "Employment and the gender digital divide in Latin America: A decomposition analysis," Telecommunications Policy, Elsevier, vol. 45(7).
- Damien Girollet, 2024. "Digital divides among microenterprises: Evidence from sub‐Saharan Africa," Journal of International Development, John Wiley & Sons, Ltd., vol. 36(2), pages 1350-1380, March.
- Barr, Tavis & Lin, Carl, 2015.
"A detailed decomposition of synthetic cohort analysis,"
Economics Letters, Elsevier, vol. 127(C), pages 76-80.
- Barr, Tavis & Lin, Carl, 2013. "A Detailed Decomposition of Synthetic Cohort Analysis," IZA Discussion Papers 7743, Institute of Labor Economics (IZA).
- Asuyama, Yoko, 2021. "Determinants of job interestingness: Comparison of Japan and other high-income countries," Labour Economics, Elsevier, vol. 73(C).
- Athina Economou & Christos Kollias, 2024. "The 2015 Refugee Crisis and Institutional Trust in European Countries," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 173(2), pages 377-396, June.
- Hirvonen, Kalle, 2016.
"Rural–urban differences in children’s dietary diversity in Ethiopia: A Poisson decomposition analysis,"
Economics Letters, Elsevier, vol. 147(C), pages 12-15.
- Hirvonen, Kalle, 2016. "Rural-urban differences in children's dietary diversity in Ethiopia: A Poisson decomposition analysis," ESSP working papers 89, International Food Policy Research Institute (IFPRI).
- Dang,Hai-Anh H. & Lanjouw,Peter F. & Serajuddin,Umar & Dang,Hai-Anh H. & Lanjouw,Peter F. & Serajuddin,Umar, 2014. "Updating poverty estimates at frequent intervals in the absence of consumption data : methods and illustration with reference to a middle-income country," Policy Research Working Paper Series 7043, The World Bank.
- Vincent Corluy & Gerlinde Verbist, 2014. "Can education bridge the gap? Education and the employment position of immigrants in Belgium," ImPRovE Working Papers 14/02, Herman Deleeck Centre for Social Policy, University of Antwerp.
- Lin, Carl, 2013. "Decomposing abnormal returns in stochastic linear models," Economics Letters, Elsevier, vol. 118(1), pages 143-147.
- Sırma Şeker & Stephen Jenkins, 2015.
"Poverty trends in Turkey,"
The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 13(3), pages 401-424, September.
- ?eker, Sirma Demir & Jenkins, Stephen P., 2013. "Poverty Trends in Turkey," IZA Discussion Papers 7823, Institute of Labor Economics (IZA).
- P. Jenkins, Stephen & Demir Seker, Sirma, 2013. "Poverty trends in Turkey," ISER Working Paper Series 2013-29, Institute for Social and Economic Research.
- Demir Şeker, Sırma & Jenkins, Stephen P., 2015. "Poverty trends in Turkey," LSE Research Online Documents on Economics 61012, London School of Economics and Political Science, LSE Library.
- Michal Brzezinski, 2019.
"Diagnosing Unhappiness Dynamics: Evidence from Poland and Russia,"
Journal of Happiness Studies, Springer, vol. 20(7), pages 2291-2327, October.
- Michal Brzezinski, 2017. "Diagnosing unhappiness dynamics: Evidence from Poland and Russia," Working Papers 2017-27, Faculty of Economic Sciences, University of Warsaw.
- Juan Acosta-Ballesteros & María del Pilar Osorno-del Rosal & Olga María Rodríguez-Rodríguez, 2021. "Measuring the effect of gender segregation on the gender gap in time-related underemployment," Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), vol. 55(1), pages 1-16, December.
- Angelina Tang & Francisco Perales & Francisco Rowe & Janeen Baxter, 2022. "From bad to worse: examining the deteriorating labour market outcomes of international graduates in Australia," Journal of Population Research, Springer, vol. 39(3), pages 441-473, September.
- Athina Economou & George Halkos, 2020. "The Gender Environmentalism Gap in Germany and the Netherlands," Social Science Quarterly, Southwestern Social Science Association, vol. 101(3), pages 1038-1055, May.
- Ilhom Abdulloev & Ira N Gang & Myeong-Su Yun, 2014.
"Migration, Education and the Gender Gap in Labour Force Participation,"
The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), vol. 26(4), pages 509-526, September.
- Ira N. Gang, 2014. "Migration, Education and the Gender Gap in Labour Force Participation," Departmental Working Papers 201407, Rutgers University, Department of Economics.
- Ilhom Abdulloev & Ira Gang & Myeong-Su Yun, 2014. "Migration, Education and the Gender Gap in Labour Force Participation," RF Berlin - CReAM Discussion Paper Series 1420, Rockwool Foundation Berlin (RF Berlin) - Centre for Research and Analysis of Migration (CReAM).
- Ilhom Abdulloev & Ira N. Gang & Myeong-Su Yun, 2014. "Migration, Education and the Gender Gap in Labour Force Participation," Working Papers 342, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
- Abdulloev, Ilhom & Gang, Ira N. & Yun, Myeong-Su, 2014. "Migration, Education and the Gender Gap in Labour Force Participation," IZA Discussion Papers 8226, Institute of Labor Economics (IZA).
- Laetitia Duval & François-Charles Wolff, 2016.
"Emigration intentions of Roma: evidence from Central and South-East Europe,"
Post-Communist Economies, Taylor & Francis Journals, vol. 28(1), pages 87-107, January.
- Laetitia Duval & François-Charles Wolff, 2016. "Emigration intentions of Roma: evidence from Central and South-East Europe," Working Papers hal-01280578, HAL.
- Anna Manzoni & Jessi Streib, 2019. "The Equalizing Power of a College Degree for First-Generation College Students: Disparities Across Institutions, Majors, and Achievement Levels," Research in Higher Education, Springer;Association for Institutional Research, vol. 60(5), pages 577-605, August.
- Antonella Biscione & Dorothée Boccanfuso & Raul Caruso & Annunziata Felice, 2022. "The innovation gender gap in transition countries," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 39(2), pages 493-516, July.
- Brandon Vick, 2017. "Measuring links between labor monopsony and the gender pay gap in Brazil," IZA Journal of Migration and Development, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 7(1), pages 1-28, December.
More about this item
Keywords
event study; decomposition; minimum wage; excess returns;All these keywords.
JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- J31 - Labor and Demographic Economics - - Wages, Compensation, and Labor Costs - - - Wage Level and Structure; Wage Differentials
- J38 - Labor and Demographic Economics - - Wages, Compensation, and Labor Costs - - - Public Policy
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ORE-2012-01-10 (Operations Research)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:iza:izadps:dp6237. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Holger Hinte (email available below). General contact details of provider: https://edirc.repec.org/data/izaaade.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.