IDEAS home Printed from https://ideas.repec.org/p/sin/wpaper/09-a002.html
   My bibliography  Save this paper

Who Will Have a Higher Unemployment Probability and a Lower Wage Rate?

Author

Abstract

Using the data from Taiwan’s 2007 manpower utilization survey, we explore the effects of personal characteristics on one’s employment probability and wage rate. The results from Heckman’s (1979) two-step estimation approach show that if one is less educated or at the age of youth, did not complete school, invests less in the post-school OJT, works at smaller-sized firms, has ever retired or changed jobs, plans to change jobs or to look for extra jobs, works in the south or north area of Taiwan, or enters the industries of agriculture, forestry, fishing, animal husbandry, other services, accommodation services, and eating-drinking places, then his unemployment probability would tend to be higher but the wage rate that he receives would tend to be lower than it would otherwise be.

Suggested Citation

  • Feng-Fuh Jiang, 2009. "Who Will Have a Higher Unemployment Probability and a Lower Wage Rate?," IEAS Working Paper : academic research 09-A002, Institute of Economics, Academia Sinica, Taipei, Taiwan.
  • Handle: RePEc:sin:wpaper:09-a002
    as

    Download full text from publisher

    File URL: http://www.econ.sinica.edu.tw/upload/file/09-A002(all).2009031110070579.pdf
    Download Restriction: no

    References listed on IDEAS

    as
    1. Vlaar, Peter J G & Palm, Franz C, 1993. "The Message in Weekly Exchange Rates in the European Monetary System: Mean Reversion, Conditional Heteroscedasticity, and Jumps," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(3), pages 351-360, July.
    2. Kuan Chung-Ming & Lee Wei-Ming, 2004. "A New Test of the Martingale Difference Hypothesis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(4), pages 1-26, December.
    3. Baillie, Richard T. & DeGennaro, Ramon P., 1990. "Stock Returns and Volatility," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 25(02), pages 203-214, June.
    4. Bai, Jushan & Ng, Serena, 2001. "A consistent test for conditional symmetry in time series models," Journal of Econometrics, Elsevier, vol. 103(1-2), pages 225-258, July.
    5. Bera, Anil K & Higgins, Matthew L, 1997. "ARCH and Bilinearity as Competing Models for Nonlinear Dependence," Journal of Business & Economic Statistics, American Statistical Association, vol. 15(1), pages 43-50, January.
    6. Jarque, Carlos M. & Bera, Anil K., 1980. "Efficient tests for normality, homoscedasticity and serial independence of regression residuals," Economics Letters, Elsevier, vol. 6(3), pages 255-259.
    Full references (including those not matched with items on IDEAS)

    More about this item

    NEP fields

    This paper has been announced in the following NEP Reports:

    Statistics

    Access and download statistics

    Corrections

    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:sin:wpaper:09-a002. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (HsiaoyunLiu). General contact details of provider: http://edirc.repec.org/data/sinictw.html .

    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.

    We have no references for this item. You can help adding them by using 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.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.