Juan M Rodríguez-Poo
Biographic Data
| ID | 8920495 |
|---|---|
| NAME | Juan M Rodríguez-Poo |
| GIVEN NAMES | Juan M |
| FAMILY NAME | Rodríguez-Poo |
| SIGNATURE | RODRÍGUEZ-POO J M |
| AFFILIATIONS | Universidad de Cantabria |
| VERIFIED | No |
| TOTAL WORKS | 2 |
| TOTAL CITATIONS | 2 |
| WORKS AS AUTHOR | 2 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2020 |
| LATEST PUBLICATION YEAR | 2022 |
| H-INDEX | 1 |
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…
Econometrics (2 works) · Economics (2 works) · Affine transformation (1 work) · Auction Theory and Applications (1 work) · Autoregressive conditional heteroskedasticity (1 work) · Capital asset pricing model (1 work) · Census (1 work) · Computer Science (1 work) · Conditional variance (1 work) · Consumer Market Behavior and Pricing (1 work)