Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/33532
Authors: 
Yun, Myeong-Su
Year of Publication: 
2005
Series/Report no.: 
IZA Discussion Papers 1822
Abstract: 
This paper joins discussions on normalized regression and decomposition equations in devising a simple and general algorithm for obtaining the normalized regression and applying it to the Oaxaca decomposition. This resolves the invariance problem in the detailed Oaxaca decomposition. An algorithm to calculate an asymptotic covariance matrix for estimates in the normalized regression for hypothesis testing is also derived. We extend these algorithms to non-linear equations where the underlying equation is linear and decompose differences in the first moment.
Subjects: 
detailed decomposition
invariance
identification
characteristics effect
coefficients effect
normalized regression
JEL: 
C20
J70
Document Type: 
Working Paper

Files in This Item:
File
Size
373.75 kB





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.