56 research outputs found
Sample Selection Models in R: Package sampleSelection
No full textThis paper describes the implementation of Heckman-type sample selection models in R. We discuss the sample selection problem as well as the Heckman solution to it, and argue that although modern econometrics has non- and semiparametric estimation methods in its toolbox, Heckman models are an integral part of the modern applied analysis and econometrics syllabus. We describe the implementation of these models in the package sampleSelection and illustrate the usage of the package on several simulation and real data examples. Our examples demonstrate the effect of exclusion restrictions, identification at infinity and misspecification. We argue that the package can be used both in applied research and teaching.
Learn English, Not the Local Language! Ethnic Russians in the Baltic States
No full textThis paper analyzes the return to dominant language fluency for ethnic Russians in the Baltic States. We look at male workers using Estonian Labor Force Survey for years 2000-2010 and the 1998 wave of a panel of high-school graduates of 1982. The results indicate that the ethnic Russian men enjoy little income premium on their skills of the dominant language. We identify positive returns only in the low end of the income distribution and in public administration sector. Surprisingly, the returns to English fluency are far larger. These outcomes point toward segregation and discrimination at the upper-end hiring.
Does an increase in unemployment income lead to longer unemployment spells? Evidence using Danish unemployment assistance data
No full textDanish unemployment assistance depends on age; it increases by 70% when unemployed individuals turn 25. This feature is used to identify the impact of income on the unemployment-to-employment hazard rate. A mixed proportional hazard framework based on a 10% representative Danish registry data set is used. The results indicate that the income effect for females is negative and significant, corresponding to an income elasticity of -0.4. The effect for males is positive but insignifcant.welfare benefts, incentive effect, unemployment duration
Threat Effect of the Labour Market Programs in Denmark: Evidence From a Quasi-Experiment
No full textDoes an Increase in Unemployment Income Lead to Longer Unemployment Spells? Evidence using Danish Unemployment Assistance Data
No full text
maxLik: A package for maximum likelihood estimation in R
No full textMaximum likelihood, Optimization, C87,
Sample Selection Models in R: Package sampleSelection
No full textThis paper describes the implementation of Heckman-type sample selection models in R. We discuss the sample selection problem as well as the Heckman solution to it, and argue that although modern econometrics has non- and semiparametric estimation methods in its toolbox, Heckman models are an integral part of the modern applied analysis and econometrics syllabus. We describe the implementation of these models in the package sampleSelection and illustrate the usage of the package on several simulation and real data examples. Our examples demonstrate the effect of exclusion restrictions, identification at infinity and misspecification. We argue that the package can be used both in applied research and teaching
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