Search results for "regressions"
showing 10 items of 22 documents
Water erosion prediction by stochastic and empirical models in the Mediterranean: A case study in Northern Sicily (Italy)
2012
The present thesis aimed to explore the methodological advantages as well as limitations in applying different modelling approaches to predict water soil erosion in Mediterranean environments. The research was accomplished in the central northern part of Sicily (Italy), considering this region to be representative of Mediterranean environmental conditions. In this region soil degradation problems, due to water erosion are becoming more and more serious. Consequently, defining models being able to predict erosion susceptibility and to discriminate environmental factors causing erosion is important to protect soil resources. The prediction of the spatial distribution of soil erosion processes…
Urban segregation and unemployment: A case study of the urban area of Marseille – Aix-en-Provence (France)
2018
International audience; In this paper, we study the effects of the spatial organization of the urban area of Marseille – Aix-en-Provence on unemployment there. More specifically, differences in the characteristics of the residential population induce urban stratification with the result that urban structure may affect the probability of employment. In order to evaluate the effects of spatial structure on unemployment, we implement a spatial probit model to reveal the employment probabilities of young adults still living with their parents. Our results support the hypothesis that living in or near a deprived neighborhood decreases the probability of employment.
Reassessing segmentation in the Labour Market: an application for Italy 1995-2004.
2011
The aim of this paper is to test for the presence of dualism in a standard wage regression. The disparity in wages between primary and secondary workers, according to labour market segmentation theory, is not provided by worker characteristics, but rather by job characteristics. A standard way to assess this situation is by looking at the estimated coefficients in a standard regression for comparable workers across different labour market segments. In an attempt to avoid arbitrary modelling choices, we deploy mixture regression methods which allow for endogenous determination of the number of existing labour market segments. Using Italian data, our modelling strategy outlines stark differen…
Testing the stationarity of interest rates using a SUR approach
1998
Abstract Using data on average yields to maturity of German bonds with different time to maturity it is shown that the time series contain a unit root if the standard augmented Dickey–Fuller test is applied separately to each series. To improve the power of the test we carried out a recently developed approach, estimating the regressions for each time to maturity jointly using a seemingly unrelated regressions approach.
Determinants of COVID-19 Vaccine Rollouts and Their Effects on Health Outcomes
2022
Background Vaccination against the coronavirus disease (SARS-CoV-2) is understood to be the key way out of the COVID-19 pandemic. Limited evidence exists on the determinants of vaccine rollouts and their health effects at the country level. Objective Examine the determinants of COVID-19 vaccine rollouts and their effects on health outcomes. Methods Ordinary least squares regressions with standard errors clustered at the country level for Cross-section and Panel daily data of vaccinations and various health outcomes (new COVID-19 cases, fatalities, intensive care unit (ICU) admissions) for an unbalanced sample of about 200 countries during the period 16 December 2020 to 20 June 2021. Results…
The spatial dimension of the French private rental markets: Evidence from microgeographic data in 2015
2021
International audience; This article draws on data collected by local rental observatories in 12 French urban units in 2015 to analyze the spatial dimension of hedonic rental prices in the private rental market through (i) the spatial heterogeneity between urban units and (ii) the wide variety of contextual and locational characteristics (socio-economic, environmental (dis)amenity, and accessibility) and flexible specifications to capture their potential non-linear influence on rent. Based on a joint test of equality of coefficients across all urban units, we find that hedonic prices differ for 75% of the characteristics, thereby justifying a detailed analysis of heterogeneity. Lyon, Nice, …
Predicting bond betas using macro-finance variables
2019
We conduct in-sample and out-of-sample forecasting using the new approach of combining explanatory variables through complete subset regressions (CSR). We predict bond CAPM betas and bond returns conditioning on various macro-finance variables. We explore differences across long-term government bonds, investment grade corporate bonds, and high-yield corporate bonds. The CSR method performs well in predicting bond betas, especially in-sample, and, mainly high-yield bond betas when the focus is out-of-sample. Bond returns are less predictable than bond betas.
Once again : testing for regional homogeneity
1987
. Summarizing the foregoing discussions in this journal on testing for regional homogeneity the present note shows that in the model of Zellner's seemingly unrelated regressions one test statistic may be used not only to test for overall homogeneity but also to examine for individual coefficient homogeneity. This aim is achieved by varying the linear restrictions in the test statistic according to different problems. To illustrate these tests regional consumption functions for the 11 Bundeslader (States) of the Federal Republic of Germany are used.
Spatial mismatch through local public employment agencies Answers from a French quasi-experiment Spatial Mismatch through Local Public Employment Age…
2015
Using the unanticipated creation of a new agency in the French region of Lyon as a quasi-natural experiment, we question whether distance to local public employment agencies (LPEAs) is a new channel for spatial mismatch. Contrary to past evidence based on aggregated data and consistently with the spatial mismatch literature, we find no evidence of a worker/agency spatial mismatch, which pleads for a resizing of the French LPEA network. However, echoing with the literature on the institutional determinants of the local public employment agencies' efficiency, we do find detrimental institutional transitory effects.
Interactions, spillovers de connaissance et croissance des villes européennes. Faut-il préférer la géographie, le climat institutionnel ou les réseau…
2013
Knowledge spillovers within urban economies are also sources of spillovers between cities. We examine how knowledge spillovers influenced the economic growth of 82 European metropolises over the 1990-2005 period. We model knowledge spillovers between cities on the basis of five specific interaction patterns based on geography, networks of multinational firms in advanced services, institutional climate and two combinations of these factors. Spatial models are estimated to detail the effects of growth factors in terms of spillovers and externalities. We show that spillovers are local rather than global and that interactions among cities accelerate the convergence process based on gross value …