Blar i Discussion Papers på emneord "Økonometri"
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Econometric analysis of labor supply in a life cycle context with uncertainty
(Discussion Papers;No. 21, Working paper, 1987)The paper considers a recent econometric approach for analysing labor supply in a life cycle context. The model we present extends MaCurdy's (1982) model in that the wage rate is assumed to depend on previous labor market ... -
Have inflation targeting and EU labour immigration changed the system of wage formation in Norway
(Discussion papers;No.824, Working paper, 2015-10)Collective agreements have played a central role in the system of wage formation in Norway for more than fifty years. Although the degree of coordination achieved has been variable, pattern wage bargaining has been a ... -
Indirect inference methods for stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes
(Discussion Papers;601, Working paper, 2009)This paper aims to develop new methods for statistical inference in a class of stochastic volatility models for financial data based on non-Gaussian Ornstein-Uhlenbeck (OU) processes. Our approach uses indirect inference ... -
Labor Market Institutions and Wage Inequality in the OECD countries
(Discussion papers;826, Working paper, 2015-10)In this paper we attempt to investigate the effect on income inequality of some recent trends in the labour market, changes in regulations of temporary positions and the surge in immigration in many EU-countries. The ... -
Markov chains generated by maximizing components of multidimensional extremal processes
(Discussion Papers;No. 12, Working paper, 1985)A multidimensional inhomogenous extremal process is defined and it is demonstrated that it belongs to the class of pure jump Markov processes. Let {Z.(t)} be the j-th component of the process. Let {J(t)} be a finite state ... -
Multivariate stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes : a quasi-likelihood approach
(Discussion Papers;614, Working paper, 2010)This paper extends the ordinary quasi-likelihood estimator for stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck (OU) processes to vector processes. Despite the fact that multivariate modeling of asset ... -
Non-parametric identication of the mixed proportional hazards model with interval-censored durations
(Discussion Papers;600, Working paper, 2009)This note presents identication results for the mixed proportional hazards model when duration data are interval-censored. Earlier positive results on identication under intervalcensoring require both parametric specication ... -
Stochastic properties and functional forms in life cycle : models for transitions into and out of employment
(Discussion Papers;No. 24, Working paper, 1987)The paper discusses a justification for a particular econometric framework for analysing transitions into and out of employment in an intertemporal context with uncertainty. The analysis extends the models found in the ...