We construct finite-sample distribution-free tests and confidence sets for the parameters of a linear median regression, where no parametric assumption is imposed on the noise distribution. The set-up studied allows for non-normality, heteroscedasticity, non-linear serial dependence of unknown forms as well as for discrete distributions. We consider a mediangale structure--the median-based analogue of a martingale difference--and show that the signs of mediangale sequences follow a nuisance-parameter-free distribution despite the presence of non-linear dependence and heterogeneity of unknown form. We point out that a simultaneous inference approach in conjunction with sign transformations yield statistics with the required pivotality features--in addition to usual robustness properties. Monte Carlo tests and projection techniques are then exploited to produce finite-sample tests and confidence sets. Further, under weaker assumptions, which allow for weakly exogenous regressors and a wide class of linear dependence schemes in the errors, we show that the procedures proposed remain asymptotically valid. The regularity assumptions used are notably less restrictive than those required by procedures based on least absolute deviations (LAD). Simulation results illustrate the performance of the procedures. Finally, the proposed methods are applied to tests of the drift in the Standard and Poor's composite price index series (allowing for conditional heteroscedasticity of unknown form). Copyright (C) The Author(s). Journal compilation (C) Royal Economic Society 2009
In France, in 2014, women's hourly wages were on average 14.4 % lower than men's. Beyond differentials in observed characteristics, is this gap explained by segregation of women in low-wage firms, or by gender inequality within a given firm? To answer that question, we apply the approach of Card, Cardoso, and Kline (2016) on French data to disentangle the role of betweenfirm (sorting) and within-firm heterogeneity (bargaining) on the gender wage gap. We use a two-way fixed effect wage model, in which firm fixed effects differ between male and female employees to account for within-firm gender differences in bargaining power and wage policy. We estimate this model with linked employer-employee data covering French private sector from 1995 to 2014. The sorting effect accounts for almost 11 % of the gender wage gap, whereas the bargaining effect is close to zero. This last result could be related to the protective role of the high French minimum wage level. We have access to very rich administrative data that allow us to recover information on family events. Hence, we can analyze sorting and bargaining effects all along the family life cycle. Our analysis shows that firm effect gap appears clearly around the first childbirth and deepens over the life cycle: in addition to the direct effects of childbirth on wages, mothers also experience wage losses associated to sorting into low-paying firms.
This paper investigates the heterogeneity of ethnic employment gaps using a new single-index based approach. Instead of stratifying our sample by age or education, we study ethnic employment gaps along a continuous measure of employability, the employment probability minority workers would have if their characteristics were priced as in the majority group.We apply this method to French males, comparing those whose parents are North African immigrants and those with native parents. We find that both the raw and the unexplained ethnic employment differentials are larger for low-employability workers than for high-employability ones. We show in a theoretical framework that this heterogeneity can be accounted for by homogeneous underlying mechanisms and is not evidence for, say, heterogeneous discrimination. Finally, we discuss our main empirical findings in the light of simple taste-based vs. statistical discrimination models.
During the COVID-19 crisis, the French National Institute of Statistics and Economic Studies (INSEE) used aggregated and anonymous counting indicators based on network signaling data of three of the four mobile network operators (MNOs) in France to measure the distribution of population over the territory during and after the lockdown and to enrich the toolbox of high-frequency economic indicators used to follow the economic situation. INSEE’s strategy was to combine information coming from different MNOs together with the national population estimates it usually produces in order to get more reliable statistics and to measure uncertainty. This paper relates and situates this initiative within the long-term methodological collaborations between INSEE and different MNOs, and INSEE, Eurostat, and some other European national statistical institutes (NSIs). These collaborations aim at constructing experimental official statistics on the population present in a given place and at a given time, from mobile phone data (MPD). The COVID-19 initiative has confirmed that more methodological investments are needed to increase relevance of and trust in these data. We suggest this methodological work should be done in close collaboration between NSIs, MNOs, and research, to construct the most reliable statistical processes. This work requires exploiting raw data, so the research and statistical exemptions present in the general data protection regulation (GDPR) should be introduced as well in the new e-privacy regulation. We also raise the challenges of articulating commercial and public interest rationales and articulating transparency and commercial secrets requirements. Finally, it elaborates on the role NSIs can play in the MPD valorization ecosystem.
This paper uses a French reform to evaluate the impacts of overbilling restrictions on general practitioner (GP) care provision, fees and incomes. Since 1990, this reform has introduced conditions self-employed GPs must fulfil to be permitted to bill freely. We exploit 2005 and 2008 public health insurance administrative data on GP activity and fees. We use fuzzy regression discontinuity techniques to estimate local causal impacts for GPs who established practices in 1990 and who were constrained by the new regulation to charge regulated prices (compliers). We find that those GPs practices to income effects. In the regulated fee regime, GPs face prices lower by 42% and provide 50% more care than they would do in the unregulated fee regime. Male care provision increasing reaction is larger than the female one, which results in a higher male labour income in the regulated fee regime than with unregulated fees, whereas it is the opposite for women. With regulated fees, GPs limit side-salaried activities, use more lump-sum payment schemes and occupy more often gatekeeper positions.
[fre] Projections de population active à l'horizon 2050: des actifs en nombre stable pour une population âgée toujours plus nombreuse . . La révision à la hausse des estimations de population ainsi que les changements récents dans la législation des retraites amènent à s'interroger sur le niveau à venir des ressources en main-d'oeuvre en France métropoli¬ taine et sur leur composition. La projection tendancielle de population active qui pro¬ longe les tendances observées en matière d'activité, de fécondité, de mortalité et de migrations, en s'affranchissant des variations conjoncturelles, apporte un élément de réponse essentiel. La croissance du nombre d'actifs se réduirait progressivement jusqu'en 2015. Le nombre d'actifs se maintiendrait ensuite entre 28,2 et 28,5 mil lions. Les gains en activité viendraient de la poursuite de la généralisation de l'activité féminine et des seniors, plus souvent actifs en raison d'études plus longues et de la nouvelle législation des retraites. Néanmoins, du fait de la croissance de la population âgée, en 2050 il n'y aurait plus que 1,4 actif pour un inactif de plus de 60 ans, contre 2,2 en 2005. Autour de cette projection tendancielle, des scénarios alternatifs permettent de mesurer l'ampleur des écarts qu'induiraient des évolutions démographiques ou d'ac tivité différentes. Une autre hypothèse sur le solde migratoire aurait un effet immédiat sur le nombre d'ac¬ tifs alors qu'une remontée ou une baisse de la fécondité ne jouerait qu'après 2025. Toutes les variantes sur les comportements d'activité ou démographiques envisa¬ gées n'ont cependant que peu d'impact sur le rapport entre actifs et inactifs de plus de 60 ans. [eng] Projections for the Labour Force in 2050: a Stable Working Population for an Increasing Large Elderly Population. . . The upward revision of population estimates and recent changes in retirement legislation raise questions about the future level of labour resources in mainland France and their composition. A basic and partial answer is provided by the trendbased projection for the labour force, continuing the trends observed in working life, fertility, mortality and migration, without the influence of cyclical variations. The growth in the workforce will gradually slow until 2015 then it will remain steady at between 28.2 and 28.5 million. Gains in activity will come from the more widespread practice of women and senior citizens work¬ ing they will be employed more frequently because of having spent longer in the education system and new retirement legislation. Nevertheless, due to growth in the elderly population, in 2050 there will only be 1.4 working persons for every non-working person over 60, compared with 2.2 in 2005. Alternative scenarios coexist with this trend-based pro¬ jection, which allow us to calculate the size of the devia¬ tion to which demographic changes or different working patterns could lead. Different assumptions about net migration would have an immediate effect on the work¬ ing population, whilst rising or falling fertility would no...
Le Centre interuniversitaire de recherche en économie quantitative (CIREQ) regroupe des chercheurs dans les domaines de l'économétrie, la théorie de la décision, la macroéconomie et les marchés financiers, la microéconomie appliquée ainsi que l'économie de l'environnement et des ressources naturelles. Ils proviennent principalement des universités de Montréal, McGill et Concordia. Le CIREQ offre un milieu dynamique de recherche en économie quantitative grâce au grand nombre d'activités qu'il organise (séminaires, ateliers, colloques) et de collaborateurs qu'il reçoit chaque année.
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.
hi@scite.ai
10624 S. Eastern Ave., Ste. A-614
Henderson, NV 89052, USA
Copyright © 2024 scite LLC. All rights reserved.
Made with 💙 for researchers
Part of the Research Solutions Family.