Search results for "Hétéroscédasticité"

showing 2 items of 2 documents

Estimation de la relation de salaires de Mincer : choix de specification et enjeux économétriques

2012

In the present doctoral thesis, we estimated Mincer’s (1974) semi logarithmic wage function for the French and Pakistani labour force data. This model is considered as a standard tool in order to estimate the relationship between earnings/wages and different contributory factors. Despite of its vide and extensive use, simple estimation of the Mincerian model is biased because of different econometric problems. The main sources of bias noted in the literature are endogeneity of schooling, measurement error, and sample selectivity. We have tackled the endogeneity and measurement error biases via instrumental variables two stage least squares approach for which we have proposed two new instrum…

Estimation adaptativeEndogeneitySemi-parametric estimationEstimation semi-paramétrique[ MATH.MATH-GM ] Mathematics [math]/General Mathematics [math.GM]Modèle de MincerInstrumental variablesRégression par quantileHeteroscedasticity[SHS.ECO]Humanities and Social Sciences/Economics and FinanceVariables InstrumentalesMincerian modelAdaptive estimationBiais de SélectionFonction de gainsSample selection biasWage regressionQuantile regression[ SHS.ECO ] Humanities and Social Sciences/Economies and finances[SHS.ECO] Humanities and Social Sciences/Economics and FinanceEndogénéitéHétéroscédasticité
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Hétérogénéité spatiale : principes et méthodes

2004

Spatial Heterogeneity : Principles and Methods This article has a dual purpose . First , it describes the main econometric specifications which can be used to represent spatial heterogeneity , reflected in an instability of parameters in space and / or a heteroscedasticity of error terms . Only the specifications valid in cross-section are examined . Second , it explains the links between spatial heterogeneity and autocorrelation , the other major feature of localised data , defined by the absence of independence between geographical observations . In particular , we look at the extent to which traditional tests of heteroscedasticity or instability need to be amended to take account of spat…

spatial econometrics ; spatial heterogeneity ; structural instability ; heteroscedasticity ; JEL Classification C51 - C52 - R15hétérogénéité spatiale ; économétrie spatiale ; Classification JEL C51 - C52 - R15 ; hétéroscédasticité ; instabilité structurelleGeographyBusiness and International ManagementGeneral Economics Econometrics and FinanceHumanitiesÉconomie & prévision
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