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Essays on microeconometrics and immigrant assimilation

Başlık çevirisi mevcut değil.

  1. Tez No: 400167
  2. Yazar: ALPASLAN AKAY
  3. Danışmanlar: Belirtilmemiş.
  4. Tez Türü: Doktora
  5. Konular: Ekonomi, Economics
  6. Anahtar Kelimeler: Average marginal e¤ect, Marginal e¤ect of the average individual, Em-ployment and earnings assimilation, Quasi-.xed e¤ects approach, Initial value problem, Dynamic censored random-e¤ects model, Monte Carlo experiment, Heckman.s approxi-mation, Simple method of Wooldridge, Dynamic random-e¤ects sample-selection model, wage-curve method
  7. Yıl: 2007
  8. Dil: İngilizce
  9. Üniversite: Göteborgs Universitet (The University of Gothenburg)
  10. Enstitü: Yurtdışı Enstitü
  11. Ana Bilim Dalı: Belirtilmemiş.
  12. Bilim Dalı: Belirtilmemiş.
  13. Sayfa Sayısı: 119

Özet

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Özet (Çeviri)

Paper I.Asymptotic bias reduction for a conditional marginal e¤ects estimator in sam-ple selection models.In this article we discuss the di¤erences between the average marginal e¤ect and the mar-ginal e¤ect of the average individual in sample selection models, estimated by the Heck-man procedure. We show that the bias that emerges as a consequence of interchangingthe measures, could be very signi.cant, even in the limit. We suggest a computationallycheap approximation method, which corrects the bias to a large extent. We illustrate theimplications of our method with an empirical application of earnings assimilation and asmall Monte Carlo simulation.Paper II.Local Unemployment and the Earnings-Assimilation of Immigrant Men inSweden: Evidence from Longitudinal Data, 1990-2000.The earnings-assimilation of .rst-generation immigrant men in Sweden was analyzed us-ing eleven waves of panel-data, 1990-2000. Employment-probabilities and earnings wereestimated simultaneously in a random-e¤ects model, using Mundlak.s formulation to con-trol for both individual e¤ects and panel-selectivity due to missing earnings-information.Assuming equal-period e¤ects produced bias which could distort the .ndings. To correctthe bias, local unemployment-rates were used to proxy for changing economy-wide con-ditions. Labour-market outcomes di¤ered considerably across immigrant arrival cohorts,region and country of origin, and educational levels.Paper III.Monte Carlo Investigation of the Initial Values Problem in Censored DynamicRandom-E¤ects Panel Data Models.Three designs of Monte Carlo experiments are used to investigate the initial-value problemin censored dynamic random-e¤ects (Tobit type 1) models. We compared three widelyused solution methods: naive method based on exogenous initial values assumption; Heck-man.s approximation; and the simple method of Wooldridge. The results suggest thatthe initial values problem is a serious issue: using a method which misspeci.es the condi-tional distribution of initial values can cause misleading results on the magnitude of true(structural) and spurious state-dependence. The naive exogenous method is substantiallybiased for panels of short duration. Heckman.s approximation works well. The simplemethod of Wooldridge works better than naive exogenous method in small panels, butit is not as good as Heckman.s approximation. It is also observed that these methodsperforms equally well for panels of long duration.Paper IV.Dynamics of Employment- and Earnings-Assimilation of First-Generation Im-migrant Men in Sweden,1990-2000.The employment- and earnings-assimilation of .rst-generation immigrant men in Swedenwas estimated using a dynamic random-e¤ects sample-selection model with eleven wavesof unbalanced panel-data during 1990-2000. Endogenous initial values were controlled forusing the simple Wooldridge method. Local market unemployment-rates were used as aproxy in order to control for the e¤ect of changing macroeconomic conditions. Signi.-cant structural (true) state-dependence was found both on the employment-probabilitiesand on the earnings of both immigrants and native Swedes. The size of structural state-dependence di¤ered between immigrants and Swedes. Failure to control for the structuralstate-dependence could have caused bias not only in the assimilation measures but alsoin the cohort-e¤ects. For example, standard (classic) assimilation model seriously over-estimates short-run marginal assimilation-rates and underestimates long-run marginalassimilation-rates. The model controlling for structural state-dependence shows that theearnings of all immigrants in Sweden (except Iraqies) eventually converge to those of nativeSwedes, but only Nordics and Westerners are able to reach the employment-probabilityof native Swedes.

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