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For aggregated time series unit root tests are routinely applied to choose among trend and difference stationary models. Recent work demonstrates that such test can also be applied for testing panel data. However, it is well known that disaggregated data often exhibit a considerable amount of heterogeneity so that standard tests may perform poorly. To account for the heterogeneity in the data we allow for individual specific deterministics, that is, we let the time trends vary across the cross section units. It is shown that standard GMM estimators suggested for the dynamic panel data model may fail to give a valid test procedure. To overcome this difficulty, a modified GMM estimator is suggested. In a Monte Carlo study the finite sample properties of the alternative tests are compared.  相似文献   
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Perception of Job Instability in Europe   总被引:1,自引:0,他引:1  
The perception of job instability is an important measure of subjective well being of individuals, because most people derive their income from selling their labour services. The study explores the determination of perception of job instability in Europe. The study is based on a large-scale survey from the year 1998. There are evidently large differences in the amount of perceived job instability from country to country. The lowest level of perceived job instability is in Denmark (9%). In contrast, the highest level of perceived job instability is in Spain (63%). Perceived job instability increases with age and an earlier unemployment episode. An increase in educational level, on the other hand, leads to a decline in the perception of job instability. In addition, a temporary contract as such does not yield an additional increase to the perception of job instability. The perception of job instability is more common within manufacturing industries and there is some evidence for the view that it increases according to the size of the firm.  相似文献   
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A number of social scientists (see for example, Allen et al., 1986; Brown, 1984; Purcell, 1985; Purcell et al., 1986; Roberts et al., 1985) have drawn attention to the way in which patterns of working have changed radically in recent years suggesting that we need to rethink and reconceptualise with regard to work, employment and unemployment. This paper examines these issues in Sweden where recession in the early eighties and economic restructuring, similar to the experience in other Western countries, have affected individuals’relation to the labour market. It is our view that the effects of these developments (have) affect(ed) women and immigrants differently. It is furthermore our contention that welfare state policies related to the functioning of the labour market (inadvertently) play a role in the maintenance of inequality.  相似文献   
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