Testing For Stochasticmonotonicity
Author
Abstract
Suggested Citation
Download full text from publisher
Other versions of this item:
- Sokbae Lee & Oliver Linton & Yoon-Jae Whang, 2009. "Testing for Stochastic Monotonicity," Econometrica, Econometric Society, vol. 77(2), pages 585-602, March.
- Lee, Sokbae & Linton, Oliver & Whang, Yoon-Jae, 2006. "Testing for stochastic monotonicity," LSE Research Online Documents on Economics 4425, London School of Economics and Political Science, LSE Library.
- Sokbae (Simon) Lee & Oliver Linton & Yoon-Jae Whang, 2008. "Testing for stochastic monotonicity," CeMMAP working papers CWP21/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
References listed on IDEAS
- Dearden, Lorraine & Machin, Stephen & Reed, Howard, 1997.
"Intergenerational Mobility in Britain,"
Economic Journal, Royal Economic Society, vol. 107(440), pages 47-66, January.
- Lorraine Dearden & Stephen Machin & Howard Reed, 1995. "Intergenerational mobility in Britain," IFS Working Papers W95/20, Institute for Fiscal Studies.
- Lorraine Dearden & Stephen Machin & H Reed, 1996. "Intergenerational Mobility in Britain," CEP Discussion Papers dp0281, Centre for Economic Performance, LSE.
- Charles F. Manski, 1997.
"Monotone Treatment Response,"
Econometrica, Econometric Society, vol. 65(6), pages 1311-1334, November.
- Manski, C.F., 1996. "Monotone Treatment Response," Working papers 9604, Wisconsin Madison - Social Systems.
- Pakes, Ariel & Ericson, Richard, 1998.
"Empirical Implications of Alternative Models of Firm Dynamics,"
Journal of Economic Theory, Elsevier, vol. 79(1), pages 1-45, March.
- Pakes, Ariel & Ericson, Richard, 1988. "Empirical Implications Of Alternative Models Of Firm Dynamics," SSRI Workshop Series 292694, University of Wisconsin-Madison, Social Systems Research Institute.
- Pakes, A. & Ericson, R., 1990. "Empirical Implications Of Alternative Models Of Firm Dynamics," Papers 594, Yale - Economic Growth Center.
- Ariel Pakes & Richard Ericson, 1989. "Empirical Implications of Alternative Models of Firm Dynamics," NBER Working Papers 2893, National Bureau of Economic Research, Inc.
- Ivar Ekeland & James J. Heckman & Lars Nesheim, 2004.
"Identification and Estimation of Hedonic Models,"
Journal of Political Economy, University of Chicago Press, vol. 112(S1), pages 60-109, February.
- Ivar Ekeland & James Heckman & Lars Nesheim, 2002. "Identification and estimation of hedonic models," CeMMAP working papers CWP07/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Ekeland, Ivar & Heckman, James J. & Nesheim, Lars, 2003. "Identification and Estimation of Hedonic Models," IZA Discussion Papers 853, Institute of Labor Economics (IZA).
- Ivar Ekeland & James Heckman & Lars Nesheim, 2002. "Identification and estimation of hedonic models," CeMMAP working papers 07/02, Institute for Fiscal Studies.
- Ivar Ekeland & James J. Heckman & Lars P. Nesheim, 2003. "Identification and Estimation of Hedonic Models," NBER Working Papers 9910, National Bureau of Economic Research, Inc.
- Ivar Ekeland & James J. Heckman & Lars Nesheim, 2003. "Identification and Estimation of Hedonic Models," CESifo Working Paper Series 1031, CESifo.
- Hall, Peter & Wolff, Rodney C. L. & Yao, Qiwei, 1999. "Methods for estimating a conditional distribution function," LSE Research Online Documents on Economics 6631, London School of Economics and Political Science, LSE Library.
- Hopenhayn, Hugo A & Prescott, Edward C, 1992. "Stochastic Monotonicity and Stationary Distributions for Dynamic Economies," Econometrica, Econometric Society, vol. 60(6), pages 1387-1406, November.
- Einmahl, J.H.J. & Beirlant, J., 1996. "Maximal type test statistics based on conditional processes," Other publications TiSEM d031d073-2eea-4770-9bee-a, Tilburg University, School of Economics and Management.
- Gary Solon, 2002. "Cross-Country Differences in Intergenerational Earnings Mobility," Journal of Economic Perspectives, American Economic Association, vol. 16(3), pages 59-66, Summer.
- Solon, Gary, 1999. "Intergenerational mobility in the labor market," Handbook of Labor Economics, in: O. Ashenfelter & D. Card (ed.), Handbook of Labor Economics, edition 1, volume 3, chapter 29, pages 1761-1800, Elsevier.
- Phillips, Peter C. B., 1988.
"Conditional and unconditional statistical independence,"
Journal of Econometrics, Elsevier, vol. 38(3), pages 341-348, July.
- Peter C.B. Phillips, 1987. "Conditional and Unconditional Statistical Independence," Cowles Foundation Discussion Papers 824R, Cowles Foundation for Research in Economics, Yale University, revised Dec 1987.
- Richard Blundell & Amanda Gosling & Hidehiko Ichimura & Costas Meghir, 2007.
"Changes in the Distribution of Male and Female Wages Accounting for Employment Composition Using Bounds,"
Econometrica, Econometric Society, vol. 75(2), pages 323-363, March.
- Blundell, Richard & Gosling, Amanda & Ichimura, Hidehiko & Meghir, Costas, 2004. "Changes in the Distribution of Male and Female Wages Accounting for Employment Composition Using Bounds," IZA Discussion Papers 1350, Institute of Labor Economics (IZA).
- Richard Blundell & Amanda Gosling & Hidehiko Ichimura & Costas Meghir, 2006. "Changes in the Distribution of Male and Female Wages Accounting for Employment Composition Using Bounds," CIRJE F-Series CIRJE-F-420, CIRJE, Faculty of Economics, University of Tokyo.
- Blundell, Richard & Meghir, Costas & Gosling, Amanda & Ichimura, Hidehiko, 2004. "Changes in the Distribution of Male and Female Wages Accounting for Employment Composition Using Bounds," CEPR Discussion Papers 4705, C.E.P.R. Discussion Papers.
- Richard Blundell & Amanda Gosling & Hidehiko Ichimura & Costas Meghir, 2004. "Changes in the distribution of male and female wages accounting for employment composition using bounds," IFS Working Papers W04/25, Institute for Fiscal Studies.
- Olley, G Steven & Pakes, Ariel, 1996.
"The Dynamics of Productivity in the Telecommunications Equipment Industry,"
Econometrica, Econometric Society, vol. 64(6), pages 1263-1297, November.
- George S Olley & Ariel Pakes, 1992. "The Dynamics Of Productivity In The Telecommunications Equipment Industry," Working Papers 92-2, Center for Economic Studies, U.S. Census Bureau.
- G. Steven Olley & Ariel Pakes, 1992. "The Dynamics of Productivity in the Telecommunications Equipment Industry," NBER Working Papers 3977, National Bureau of Economic Research, Inc.
- Einmahl, J.H.J. & van Keilegom, I., 2004.
"Goodness-of-fit Tests in Nonparametric Regression,"
Other publications TiSEM
44e08f75-b35d-424e-b33e-0, Tilburg University, School of Economics and Management.
- Einmahl, J.H.J. & van Keilegom, I., 2006. "Goodness-of-Fit Tests in Nonparametric Regression," Other publications TiSEM a2f56bed-a5de-445c-bf6b-9, Tilburg University, School of Economics and Management.
- Einmahl, J.H.J. & van Keilegom, I., 2006. "Goodness-of-Fit Tests in Nonparametric Regression," Discussion Paper 2006-79, Tilburg University, Center for Economic Research.
- Einmahl, J.H.J. & van Keilegom, I., 2004. "Goodness-of-fit Tests in Nonparametric Regression," Discussion Paper 2004-12, Tilburg University, Center for Economic Research.
- Solon, Gary, 1992. "Intergenerational Income Mobility in the United States," American Economic Review, American Economic Association, vol. 82(3), pages 393-408, June.
- Pakes, Ariel S, 1986.
"Patents as Options: Some Estimates of the Value of Holding European Patent Stocks,"
Econometrica, Econometric Society, vol. 54(4), pages 755-784, July.
- Ariel Pakes, 1984. "Patents as Options: Some Estimates of the Value of Holding European Patent Stocks," NBER Working Papers 1340, National Bureau of Economic Research, Inc.
- Charles F. Manski & John V. Pepper, 2000.
"Monotone Instrumental Variables, with an Application to the Returns to Schooling,"
Econometrica, Econometric Society, vol. 68(4), pages 997-1012, July.
- Charles F. Manski & John V. Pepper, 1998. "Monotone Instrumental Variables: With an Application to the Returns to Schooling," Virginia Economics Online Papers 308, University of Virginia, Department of Economics.
- Charles F. Manski & John V. Pepper, 1998. "Monotone Instrumental Variables with an Application to the Returns to Schooling," NBER Technical Working Papers 0224, National Bureau of Economic Research, Inc.
- Richard Ericson & Ariel Pakes, 1995. "Markov-Perfect Industry Dynamics: A Framework for Empirical Work," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 62(1), pages 53-82.
- Horowitz, Joel L., 2001. "The Bootstrap," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 5, chapter 52, pages 3159-3228, Elsevier.
- Alexandra L. Minicozzi, 2003. "Estimation of sons' intergenerational earnings mobility in the presence of censoring," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(3), pages 291-314.
- repec:dau:papers:123456789/6486 is not listed on IDEAS
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Markus Jäntti & Stephen P. Jenkins, 2013.
"Income Mobility,"
SOEPpapers on Multidisciplinary Panel Data Research
607, DIW Berlin, The German Socio-Economic Panel (SOEP).
- Markus Jantti & Stephen P. Jenkins, 2014. "Income Mobility," Working Papers 319, ECINEQ, Society for the Study of Economic Inequality.
- Jäntti, Markus & Jenkins, Stephen P., 2013. "Income Mobility," IZA Discussion Papers 7730, Institute of Labor Economics (IZA).
- P. Jenkins, Stephen & Jäntti, Markus, 2013. "Income mobility," ISER Working Paper Series 2013-23, Institute for Social and Economic Research.
- Donal O’Neill & Olive Sweetman & Dirk Van de gaer, 2007.
"The effects of measurement error and omitted variables when using transition matrices to measure intergenerational mobility,"
The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 5(2), pages 159-178, August.
- O’NEILL, Donal & SWEETMAN, Olive & VAN DE GAER, Dirk, 2007. "The effects of measurement error and omitted variables when using transition matrices to measure intergenerational mobility," LIDAM Reprints CORE 1962, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Seo, Juwon, 2018. "Tests of stochastic monotonicity with improved power," Journal of Econometrics, Elsevier, vol. 207(1), pages 53-70.
- Maia Güell & José V. Rodríguez Mora & Christopher I. Telmer, 2014. "Intergenerational Mobility and the Informational Content of Surnames," Working Papers 2014-01, FEDEA.
- Arnaud Lefranc & Alain Trannoy, 2005.
"Intergenerational earnings mobility in France: Is France more mobile than the U.S.?,"
Annals of Economics and Statistics, GENES, issue 78, pages 57-77.
- Arnaud Lefranc & Alain Trannoy, 2004. "Intergenerational earnings mobility in France : Is France more mobile than the US ?," IDEP Working Papers 0401, Institut d'economie publique (IDEP), Marseille, France, revised Feb 2004.
- Arnaud Lefranc & Alain Trannoy, 2005. "Intergenerational Earnings Mobility in France: Is France More Mobile than the US?," Post-Print hal-01651123, HAL.
- Arnaud Lefranc & Alain Trannoy, 2005. "Intergenerational earnings mobility in France : Is France more mobile than the US ?," Post-Print hal-01648166, HAL.
- Güell, Maia & RodrÃguez Mora, José V & Telmer, Chris, 2007.
"Intergenerational Mobility and the Informative Content of Surnames,"
CEPR Discussion Papers
6316, C.E.P.R. Discussion Papers.
- Guell, Maia & Mora, Jose V. Rodriguez & Telmer, Christopher I., 2013. "Intergenerational Mobility and the Informative Content of Surnames," SIRE Discussion Papers 2013-75, Scottish Institute for Research in Economics (SIRE).
- Guell, Maia & Rodriguez Mora, Jose V. & Telmer, Chris, 2007. "Intergenerational mobility and the informative content of surnames," LSE Research Online Documents on Economics 19701, London School of Economics and Political Science, LSE Library.
- Maia Güell & José V. Rodríguez Mora & Chris Telmer, 2007. "Intergenerational Mobility and the Informative Content of Surnames," CEP Discussion Papers dp0810, Centre for Economic Performance, LSE.
- Maia Güell & José V. Rodriguez Mora & Chris Telmer, 2007. "Intergenerational mobility and the informative content of surnames," Economics Working Papers 1042, Department of Economics and Business, Universitat Pompeu Fabra.
- Maia Guell & Jose V. Rodriguez Mora & Christopher I. Telmer, 2013. "Intergenerational Mobility and the Informative Content of Surnames," Edinburgh School of Economics Discussion Paper Series 229, Edinburgh School of Economics, University of Edinburgh.
- Christian Dustmann, 2008.
"Return Migration, Investment in Children, and Intergenerational Mobility: Comparing Sons of Foreign- and Native-Born Fathers,"
Journal of Human Resources, University of Wisconsin Press, vol. 43(2), pages 299-324.
- Dustmann, Christian, 2007. "Return Migration, Investment in Children, and Intergenerational Mobility: Comparing Sons of Foreign and Native Born Fathers," IZA Discussion Papers 3080, Institute of Labor Economics (IZA).
- Markus Jäntti & Juho Saari & Juhana Vartiainen, 2006. "Growth and Equity in Finland," WIDER Working Paper Series DP2006-06, World Institute for Development Economic Research (UNU-WIDER).
- Michael Lechner & Blaise Melly, 2007.
"Earnings Effects of Training Programs,"
University of St. Gallen Department of Economics working paper series 2007
2007-28, Department of Economics, University of St. Gallen.
- Lechner, Michael & Melly, Blaise, 2007. "Earnings Effects of Training Programs," IZA Discussion Papers 2926, Institute of Labor Economics (IZA).
- Lechner, Michael & Melly, Blaise, 2007. "Earnings Effects of Training Programs," CEPR Discussion Papers 6400, C.E.P.R. Discussion Papers.
- John Ermisch & Marco Francesconi & Thomas Siedler, 2004.
"Intergenerational Economic Mobility and Assortative Mating,"
Discussion Papers of DIW Berlin
448, DIW Berlin, German Institute for Economic Research.
- Ermisch, John & Francesconi, Marco & Siedler, Thomas, 2005. "Intergenerational Economic Mobility and Assortative Mating," IZA Discussion Papers 1847, Institute of Labor Economics (IZA).
- John Hassler & José Rodríguez Mora & Joseph Zeira, 2007.
"Inequality and mobility,"
Journal of Economic Growth, Springer, vol. 12(3), pages 235-259, September.
- Zeira, Joseph & Hassler, John & RodrÃguez Mora, José V, 2000. "Inequality and Mobility," CEPR Discussion Papers 2497, C.E.P.R. Discussion Papers.
- John Hassler & Jose V. Rodriguez Mora & Joseph Zeira, 2007. "Inequality and Mobility," Edinburgh School of Economics Discussion Paper Series 165, Edinburgh School of Economics, University of Edinburgh.
- John Hassler & José Vicente Rodríguez Mora & Joseph Zeira, 2003. "Inequality and Mobility," Working Papers 23, Barcelona School of Economics.
- Hassler, John & Rodriguez Mora, Jose V. & Zeira, Joseph, 2002. "Inequality and Mobility," Working Paper Series rwp02-009, Harvard University, John F. Kennedy School of Government.
- Tsunao Okumura, 2011.
"Nonparametric Estimation of Labor Supply and Demand Factors,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(1), pages 174-185, January.
- Okumura, Tsunao, 2011. "Nonparametric Estimation of Labor Supply and Demand Factors," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 174-185.
- Robert Lucas & Sari Kerr, 2013. "Intergenerational income immobility in Finland: contrasting roles for parental earnings and family income," Journal of Population Economics, Springer;European Society for Population Economics, vol. 26(3), pages 1057-1094, July.
- Maia Güell & José V. Rodríguez Mora & Christopher I. Telmer, 2015.
"The Informational Content of Surnames, the Evolution of Intergenerational Mobility, and Assortative Mating,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 82(2), pages 693-735.
- Maia Güell & José V. Rodríguez Mora & Christopher I. Telmer, 2014. "The Informational Content of Surnames, the Evolution of Intergenerational Mobility and Assortative Mating," Working Papers 2014-19, FEDEA.
- Bertha Rohenkohl, 2019. "Intergenerational Income Mobility in the UK:New evidence using the BHPS and Understanding Society," Working Papers 2019017, The University of Sheffield, Department of Economics.
- Monique de Haan, 2011.
"The Effect of Parents' Schooling on Child's Schooling: A Nonparametric Bounds Analysis,"
Journal of Labor Economics, University of Chicago Press, vol. 29(4), pages 859-892.
- Monique de Haan, 2008. "The Effect of Parents' Schooling on Child's Schooling: A Nonparametric Bounds Analysis," Tinbergen Institute Discussion Papers 08-061/3, Tinbergen Institute.
- Grawe, Nathan D., 2006. "Lifecycle bias in estimates of intergenerational earnings persistence," Labour Economics, Elsevier, vol. 13(5), pages 551-570, October.
- Doruk, Ömer Tuğsal & Pastore, Francesco & Yavuz, Hasan Bilgehan, 2022.
"Intergenerational mobility: An assessment for Latin American countries,"
Structural Change and Economic Dynamics, Elsevier, vol. 60(C), pages 141-157.
- Yavuz, Hasan Bilgehan & Pastore, Francesco & Doruk, Ömer Tuğsal, 2019. "Intergenerational Mobility: An Assessment for Latin American Countries," IZA Discussion Papers 12312, Institute of Labor Economics (IZA).
- Doruk, Ömer Tuğsal & Yavuz, Hasan Bilgehan & Pastore, Francesco, 2019. "Intergenerational Mobility: An Assessment for Latin American Countries," GLO Discussion Paper Series 343, Global Labor Organization (GLO).
- Eisenhauer, Philipp & Pfeiffer, Friedhelm, 2008.
"Assessing intergenerational earnings persistence among German workers,"
Zeitschrift für ArbeitsmarktForschung - Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 41(2/3), pages 119-137.
- Philipp Eisenhauer & Friedhelm Pfeiffer, 2008. "Assessing Intergenerational Earnings Persistence among German Workers," SOEPpapers on Multidisciplinary Panel Data Research 134, DIW Berlin, The German Socio-Economic Panel (SOEP).
- Pfeiffer, Friedhelm & Eisenhauer, Philipp, 2008. "Assessing Intergenerational Earnings Persistence Among German Workers," ZEW Discussion Papers 08-014, ZEW - Leibniz Centre for European Economic Research.
- María Cervini-Plá, 2015.
"Intergenerational Earnings and Income Mobility in Spain,"
Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 61(4), pages 812-828, December.
- Cervini-Plá, María, 2011. "Intergenerational earnings and income mobility in Spain," MPRA Paper 34942, University Library of Munich, Germany.
More about this item
Keywords
Distribution function; Extreme Value Theory; Gaussian Process; Monotonicity.;All these keywords.
JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cep:stiecm:504. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: the person in charge (email available below). General contact details of provider: https://sticerd.lse.ac.uk/_new/publications/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.