Outputs (6)

Predictive Macro-Impacts of PLS-based Financial Conditions Indices: An Application to the USA (2016)
Preprint / Working Paper
Qin, D., & Wang, Q. C. Predictive Macro-Impacts of PLS-based Financial Conditions Indices: An Application to the USA. London

This investigation seeks to construct financial conditions indices (FCIs) by the partial least squares (PLS) method with the aims (i) that the FCIs should outperform interest rate, which is conventionally used in small VAR (Vector Auto-Regression) mo... Read More about Predictive Macro-Impacts of PLS-based Financial Conditions Indices: An Application to the USA.

Predictive Macro-Impacts of PLS-based Financial Conditions Indices: An Application to the USA (2016)
Preprint / Working Paper
Qin, D., & Wang, Q. C. Predictive Macro-Impacts of PLS-based Financial Conditions Indices: An Application to the USA. London

This investigation seeks to construct financial conditions indices (FCIs) by the partial least squares (PLS) method with the aims (i) that the FCIs should outperform interest rate, which is conventionally used in small VAR (Vector Auto-Regression) mo... Read More about Predictive Macro-Impacts of PLS-based Financial Conditions Indices: An Application to the USA.

Compulsory Schooling and the Returns to Education: A Reexamination (2016)
Preprint / Working Paper
van Huellen, S., & Qin, D. Compulsory Schooling and the Returns to Education: A Reexamination

We re-examine the effect of compulsory school law on education in the US pioneered by Angrist and Krueger (1991). We show that the standard instrumental variable approach of the education variable not only yields empirically inconsistent estimates, b... Read More about Compulsory Schooling and the Returns to Education: A Reexamination.

Compulsory Schooling and the Returns to Education: A Reexamination (2016)
Preprint / Working Paper
van Huellen, S., & Qin, D. Compulsory Schooling and the Returns to Education: A Reexamination

We re-examine the effect of compulsory school law on education in the US pioneered by Angrist and Krueger (1991). We show that the standard instrumental variable approach of the education variable not only yields empirically inconsistent estimates, b... Read More about Compulsory Schooling and the Returns to Education: A Reexamination.

How Credible Are Shrinking Wage Elasticities of Married Women Labour Supply? (2016)
Journal Article
Qin, D., van Huellen, S., & Wang, Q. C. (2016). How Credible Are Shrinking Wage Elasticities of Married Women Labour Supply?. Econometrics, 4(1), 1-31. https://doi.org/10.3390/econometrics4010001

This paper delves into the well-known phenomenon of shrinking wage elasticities for married women in the US over recent decades. The results of a novel model experimental approach via sample data ordering unveil considerable heterogeneity across diff... Read More about How Credible Are Shrinking Wage Elasticities of Married Women Labour Supply?.

How Credible Are Shrinking Wage Elasticities of Married Women Labour Supply? (2016)
Journal Article
Qin, D., van Huellen, S., & Wang, Q. C. (2016). How Credible Are Shrinking Wage Elasticities of Married Women Labour Supply?. Econometrics, 4(1), 1-31. https://doi.org/10.3390/econometrics4010001

This paper delves into the well-known phenomenon of shrinking wage elasticities for married women in the US over recent decades. The results of a novel model experimental approach via sample data ordering unveil considerable heterogeneity across diff... Read More about How Credible Are Shrinking Wage Elasticities of Married Women Labour Supply?.