Juan M Rodríguez‐Póo
Biographic Data
| ID | 6675698 |
|---|---|
| NAME | Juan M Rodríguez‐Póo |
| GIVEN NAMES | Juan M |
| FAMILY NAME | Rodríguez‐Póo |
| SIGNATURE | PÓO J M R |
| AFFILIATIONS | Universidad de Cantabria |
| ORCID | 0000-0001-8751-3025 |
| VERIFIED | Yes |
| TOTAL WORKS | 3 |
| TOTAL CITATIONS | 2 |
| WORKS AS AUTHOR | 3 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2020 |
| LATEST PUBLICATION YEAR | 2024 |
| H-INDEX | 1 |
A Semi‐parametric Panel Data Model with Common Factors and Spatial Dependence
Abstact In the analysis of the Griliches' knowledge capital production function, previous works pointed out the relevance of incorporating slope heterogeneity in the technological parameters, cross‐sectional dependence arising simultaneously from common factors and spillovers, and possible nonlinear effects of relevant common observed variables. In order to solve the above problems, in this article we introduce a semi‐parametric model in a partia…
Nonparametric Specification Testing of Conditional Asset Pricing Models
This article presents an adaptive omnibus specification test of asset pricing models where the stochastic discount factor is conditionally affine in the pricing factors. These models provide constraints that conditional moments of returns and pricing factors must satisfy, but most of them do not provide information on the functional form of those moments. Our test is robust to functional form misspecification, and also detects any relationship be…
The gender wage gap in the public and private sectors
Using microdata from the Wage Structure Survey, we analyse the gender wage gap in the private and public sectors, considering the whole wage distribution. The main contribution is to assume that the decision to work in a sector is a prior process determined endogenously in the model. Thus, the usual Ordinary Least Square estimation is inconsistent, and it is necessary to use alternative techniques. We use quantile regression techniques to calcula…
The gender wage gap in the public and private sectors
Using microdata from the Wage Structure Survey, we analyse the gender wage gap in the private and public sectors, considering the whole wage distribution. The main contribution is to assume that the decision to work in a sector is a prior process determined endogenously in the model. Thus, the usual Ordinary Least Square estimation is inconsistent, and it is necessary to use alternative techniques. We use quantile regression techniques to calcula…
The gender wage gap in the public and private sectors
Using microdata from the Wage Structure Survey, we analyse the gender wage gap in the private and public sectors, considering the whole wage distribution. The main contribution is to assume that the decision to work in a sector is a prior process determined endogenously in the model. Thus, the usual Ordinary Least Square estimation is inconsistent, and it is necessary to use alternative techniques. We use quantile regression techniques to calcula…
Nonparametric Specification Testing of Conditional Asset Pricing Models
This article presents an adaptive omnibus specification test of asset pricing models where the stochastic discount factor is conditionally affine in the pricing factors. These models provide constraints that conditional moments of returns and pricing factors must satisfy, but most of them do not provide information on the functional form of those moments. Our test is robust to functional form misspecification, and also detects any relationship be…
A Semi‐parametric Panel Data Model with Common Factors and Spatial Dependence
Abstact In the analysis of the Griliches' knowledge capital production function, previous works pointed out the relevance of incorporating slope heterogeneity in the technological parameters, cross‐sectional dependence arising simultaneously from common factors and spillovers, and possible nonlinear effects of relevant common observed variables. In order to solve the above problems, in this article we introduce a semi‐parametric model in a partia…
Econometrics (3 works) · Economics (3 works) · Computer Science (2 works) · Mathematics (2 works) · Nonparametric statistics (2 works) · Statistics (2 works) · Affine transformation (1 work) · Applied Mathematics (1 work) · Asymptotic analysis (1 work) · Auction Theory and Applications (1 work)