Recent development of covariance structure analysis in economics
Author
Abstract
Suggested Citation
DOI: 10.1016/j.ecosta.2021.10.002
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Jushan Bai, 2013. "Fixed‐Effects Dynamic Panel Models, a Factor Analytical Method," Econometrica, Econometric Society, vol. 81(1), pages 285-314, January.
- Costas Meghir & Luigi Pistaferri, 2004.
"Income Variance Dynamics and Heterogeneity,"
Econometrica, Econometric Society, vol. 72(1), pages 1-32, January.
- Costas Meghir & Luigi Pistaferri, 2001. "Income variance dynamics and heterogenity," IFS Working Papers W01/07, Institute for Fiscal Studies.
- Meghir, Costas & Pistaferri, Luigi, 2002. "Income Variance Dynamics and Heterogeneity," CEPR Discussion Papers 3632, C.E.P.R. Discussion Papers.
- Ke-Hai Yuan & Wai Chan & Yubin Tian, 2016. "Expectation-robust algorithm and estimating equations for means and dispersion matrix with missing data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 68(2), pages 329-351, April.
- Hsiao, Cheng & Hashem Pesaran, M. & Kamil Tahmiscioglu, A., 2002.
"Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods,"
Journal of Econometrics, Elsevier, vol. 109(1), pages 107-150, July.
- Hsaio, Cheng & Pesaran, M. Hashem & Tahmiscioglu, A. Kamil, 1998. "Maximum Likelihood Estimation of Fixed Effects Dynamic Panel Data Models Covering Short Time Periods," Cambridge Working Papers in Economics 9826, Faculty of Economics, University of Cambridge.
- So Yeon Chun & Michael W. Browne & Alexander Shapiro, 2018. "Modified Distribution-Free Goodness-of-Fit Test Statistic," Psychometrika, Springer;The Psychometric Society, vol. 83(1), pages 48-66, March.
- Erickson, Timothy & Jiang, Colin Huan & Whited, Toni M., 2014. "Minimum distance estimation of the errors-in-variables model using linear cumulant equations," Journal of Econometrics, Elsevier, vol. 183(2), pages 211-221.
- Fatih Guvenen, 2009.
"An Empirical Investigation of Labor Income Processes,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(1), pages 58-79, January.
- Fatih Guvenen, 2005. "An Empirical Investigation of Labor Income Processes," Macroeconomics 0508026, University Library of Munich, Germany.
- Fatih Guvenen, 2007. "An Empirical Investigation of Labor Income Processes," NBER Working Papers 13394, National Bureau of Economic Research, Inc.
- Fatih Guvenen, 2007. "An empirical investigation of labor income processes," IFS Working Papers W07/13, Institute for Fiscal Studies.
- Timothy Erickson & Toni M. Whited, 2000. "Measurement Error and the Relationship between Investment and q," Journal of Political Economy, University of Chicago Press, vol. 108(5), pages 1027-1057, October.
- Arellano, Manuel & Bover, Olympia, 1995.
"Another look at the instrumental variable estimation of error-components models,"
Journal of Econometrics, Elsevier, vol. 68(1), pages 29-51, July.
- M Arellano & O Bover, 1990. "Another Look at the Instrumental Variable Estimation of Error-Components Models," CEP Discussion Papers dp0007, Centre for Economic Performance, LSE.
- Lillard, Lee A & Willis, Robert J, 1978.
"Dynamic Aspects of Earning Mobility,"
Econometrica, Econometric Society, vol. 46(5), pages 985-1012, September.
- Lee A. Lillard & Robert J. Willis, 1976. "Dynamic Aspects of Earnings Mobility," NBER Working Papers 0150, National Bureau of Economic Research, Inc.
- Muni S. Srivastava & Hirokazu Yanagihara & Tatsuya Kubokawa, 2014. "Tests for Covariance Matrices in High Dimension with Less Sample Size," CIRJE F-Series CIRJE-F-933, CIRJE, Faculty of Economics, University of Tokyo.
- Altonji, Joseph G & Segal, Lewis M, 1996.
"Small-Sample Bias in GMM Estimation of Covariance Structures,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 14(3), pages 353-366, July.
- Joseph Altonji & Lewis M. Segal, 1994. "Small sample bias in GMM estimation of covariance structures," Working Paper Series, Macroeconomic Issues 94-8, Federal Reserve Bank of Chicago.
- Joseph G. Altonji & Lewis M. Segal, 1994. "Small Sample Bias in GMM Estimation of Covariance Structures," NBER Technical Working Papers 0156, National Bureau of Economic Research, Inc.
- Joakim Westerlund & Milda Norkutė & Ovidijus Stauskas, 2022.
"The factor analytical approach in trending near unit root panels,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 43(3), pages 501-508, May.
- Milda Norkute & Joakim Westerlund & Ovidijus Stauskas, 2021. "The Factor Analytical Approach in Trending Near Unit Root Panels," Bank of Lithuania Working Paper Series 91, Bank of Lithuania.
- Jonathan Heathcote & Kjetil Storesletten & Giovanni L. Violante, 2009.
"Quantitative Macroeconomics with Heterogeneous Households,"
Annual Review of Economics, Annual Reviews, vol. 1(1), pages 319-354, May.
- Jonathan Heathcote & Kjetil Storesletten & Giovanni L. Violante, 2009. "Quantitative Macroeconomics with Heterogeneous Households," NBER Working Papers 14768, National Bureau of Economic Research, Inc.
- Jonathan Heathcote & Kjetil Storesletten & Giovanni L. Violante, 2009. "Quantitative macroeconomics with heterogeneous households," Staff Report 420, Federal Reserve Bank of Minneapolis.
- Franklin Satterthwaite, 1941. "Synthesis of variance," Psychometrika, Springer;The Psychometric Society, vol. 6(5), pages 309-316, October.
- Wansbeek, Tom, 2001. "GMM estimation in panel data models with measurement error," Journal of Econometrics, Elsevier, vol. 104(2), pages 259-268, September.
- Anderson, T. W., 1989. "Linear latent variable models and covariance structures," Journal of Econometrics, Elsevier, vol. 41(1), pages 91-119, May.
- Dhaene, Geert & Jochmans, Koen, 2016.
"Likelihood Inference In An Autoregression With Fixed Effects,"
Econometric Theory, Cambridge University Press, vol. 32(5), pages 1178-1215, October.
- Geert Dhaene & Koen Jochmans, 2013. "Likelihood inference in an Autoregression with fixed effects," SciencePo Working papers hal-01070434, HAL.
- Geert Dhaene & Koen Jochmans, 2013. "Likelihood inference in an Autoregression with fixed effects," Working Papers hal-01070434, HAL.
- Geert Dhaene & Koen Jochmans, 2016. "Likelihood Inference in an Autoregression with Fixed Effects," Post-Print hal-03391995, HAL.
- Geert Dhaene & Koen Jochmans, 2013. "Likelihood inference in an Autoregression with fixed effects," SciencePo Working papers Main hal-01070434, HAL.
- Geert Dhaene & Koen Jochmans, 2016. "Likelihood Inference in an Autoregression with Fixed Effects," SciencePo Working papers Main hal-03391995, HAL.
- Goldberger, Arthur S, 1972. "Structural Equation Methods in the Social Sciences," Econometrica, Econometric Society, vol. 40(6), pages 979-1001, November.
- Enrique Moral-Benito & Paul Allison & Richard Williams, 2019.
"Dynamic panel data modelling using maximum likelihood: an alternative to Arellano-Bond,"
Applied Economics, Taylor & Francis Journals, vol. 51(20), pages 2221-2232, April.
- Enrique Moral-Benito & Paul Allison & Richard Williams, 2017. "Dynamic panel data modelling using maximum likelihood: an alternative to Arellano-Bond," Working Papers 1703, Banco de España.
- Hayakawa, Kazuhiko & Pesaran, M. Hashem, 2015. "Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 188(1), pages 111-134.
- Michael Baker & Gary Solon, 2003.
"Earnings Dynamics and Inequality among Canadian Men, 1976-1992: Evidence from Longitudinal Income Tax Records,"
Journal of Labor Economics, University of Chicago Press, vol. 21(2), pages 267-288, April.
- Michael Baker & Gary Solon, 1998. "Earnings Dynamics and Inequality among Canadian Men, 1976-1992: Evidence from Longitudinal Income Tax Records," Working Papers baker-98-01, University of Toronto, Department of Economics.
- Michael Baker & Gary Solon, 1999. "Earnings Dynamics and Inequality among Canadian Men, 1976-1992: Evidence from Longitudinal Income Tax Records," NBER Working Papers 7370, National Bureau of Economic Research, Inc.
- Robertson, Donald & Sarafidis, Vasilis, 2015.
"IV estimation of panels with factor residuals,"
Journal of Econometrics, Elsevier, vol. 185(2), pages 526-541.
- Robertson, Donald & Sarafidis, Vasilis & Symons, James, 2010. "IV Estimation of Panels with Factor Residuals," MPRA Paper 26166, University Library of Munich, Germany.
- Donald Robertson & Vasilis Sarafidis, 2013. "IV Estimation of Panels with Factor Residuals," Cambridge Working Papers in Economics 1321, Faculty of Economics, University of Cambridge.
- Haider, Steven J, 2001.
"Earnings Instability and Earnings Inequality of Males in the United States: 1967-1991,"
Journal of Labor Economics, University of Chicago Press, vol. 19(4), pages 799-836, October.
- Haider, S.J., 2000. "Earnings Instability and Earnings Inequality of Males in the United States: 1967-1991," Papers 00-15, RAND - Labor and Population Program.
- Blundell, Richard & Bond, Stephen, 1998.
"Initial conditions and moment restrictions in dynamic panel data models,"
Journal of Econometrics, Elsevier, vol. 87(1), pages 115-143, August.
- R Blundell & Steven Bond, "undated". "Initial conditions and moment restrictions in dynamic panel data model," Economics Papers W14&104., Economics Group, Nuffield College, University of Oxford.
- Richard Blundell & Stephen Bond, 1995. "Initial conditions and moment restrictions in dynamic panel data models," IFS Working Papers W95/17, Institute for Fiscal Studies.
- Blundell, R. & Bond, S., 1995. "Initial Conditions and Moment Restrictions in Dynamic Panel Data Models," Economics Papers 104, Economics Group, Nuffield College, University of Oxford.
- Norkutė, Milda & Westerlund, Joakim, 2019. "The factor analytical method for interactive effects dynamic panel models with moving average errors," Econometrics and Statistics, Elsevier, vol. 11(C), pages 83-104.
- Hayakawa, Kazuhiko, 2019. "Alternative over-identifying restriction test in the GMM estimation of panel data models," Econometrics and Statistics, Elsevier, vol. 10(C), pages 71-95.
- Holtz-Eakin, Douglas & Newey, Whitney & Rosen, Harvey S, 1988.
"Estimating Vector Autoregressions with Panel Data,"
Econometrica, Econometric Society, vol. 56(6), pages 1371-1395, November.
- Tom Doan, "undated". "RATS program to demonstrate IV estimation of VAR in panel data," Statistical Software Components RTZ00185, Boston College Department of Economics.
- Nickell, Stephen J, 1981. "Biases in Dynamic Models with Fixed Effects," Econometrica, Econometric Society, vol. 49(6), pages 1417-1426, November.
- S. Rao Aiyagari, 1994.
"Uninsured Idiosyncratic Risk and Aggregate Saving,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 109(3), pages 659-684.
- S. Rao Aiyagari, 1993. "Uninsured idiosyncratic risk and aggregate saving," Working Papers 502, Federal Reserve Bank of Minneapolis.
- Griliches, Zvi & Hausman, Jerry A., 1986.
"Errors in variables in panel data,"
Journal of Econometrics, Elsevier, vol. 31(1), pages 93-118, February.
- Zvi Griliches & Jerry A. Hausman, 1984. "Errors in Variables in Panel Data," NBER Technical Working Papers 0037, National Bureau of Economic Research, Inc.
- Zhang, Yonghui & Zhou, Qiankun, 2019.
"Estimation for time-invariant effects in dynamic panel data models with application to income dynamics,"
Econometrics and Statistics, Elsevier, vol. 9(C), pages 62-77.
- Yonghui Zhang & Qiankun Zhou, 2017. "Estimation for time-invariant effects in dynamic panel data models with application to income dynamics," Departmental Working Papers 2017-12, Department of Economics, Louisiana State University.
- Lillard, Lee A & Weiss, Yoram, 1979. "Components of Variation in Panel Earnings Data: American Scientists, 1960-70," Econometrica, Econometric Society, vol. 47(2), pages 437-454, March.
- Sik-Yum Lee, 1986. "Estimation for structural equation models with missing data," Psychometrika, Springer;The Psychometric Society, vol. 51(1), pages 93-99, March.
- Kiviet, Jan F., 2020.
"Microeconometric dynamic panel data methods: Model specification and selection issues,"
Econometrics and Statistics, Elsevier, vol. 13(C), pages 16-45.
- Kiviet, Jan, 2019. "Microeconometric Dynamic Panel Data Methods: Model Specification and Selection Issues," MPRA Paper 93147, University Library of Munich, Germany.
- Erickson, Timothy & Whited, Toni M., 2002. "Two-Step Gmm Estimation Of The Errors-In-Variables Model Using High-Order Moments," Econometric Theory, Cambridge University Press, vol. 18(3), pages 776-799, June.
- Bai, Jushan, 2024.
"Likelihood approach to dynamic panel models with interactive effects,"
Journal of Econometrics, Elsevier, vol. 240(1).
- Bai, Jushan, 2013. "Likelihood approach to dynamic panel models with interactive effects," MPRA Paper 50267, University Library of Munich, Germany.
- Satorra, Albert & Neudecker, Heinz, 1994.
"On the Asymptotic Optimality of Alternative Minimum-Distance Estimators in Linear Latent-Variable Models,"
Econometric Theory, Cambridge University Press, vol. 10(5), pages 867-883, December.
- Albert Satorra, 1993. "On the asymptotic optimality of alternative minimum-distance estimators in linear latent-variable models," Economics Working Papers 35, Department of Economics and Business, Universitat Pompeu Fabra.
- Yuan, Ke-Hai, 2009. "Normal distribution based pseudo ML for missing data: With applications to mean and covariance structure analysis," Journal of Multivariate Analysis, Elsevier, vol. 100(9), pages 1900-1918, October.
- Hansen, Lars Peter & Heaton, John & Yaron, Amir, 1996. "Finite-Sample Properties of Some Alternative GMM Estimators," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(3), pages 262-280, July.
- Aasness, Jorgen & Biorn, Erik & Skjerpen, Terje, 1993. "Engel Functions, Panel Data, and Latent Variables," Econometrica, Econometric Society, vol. 61(6), pages 1395-1422, November.
- MaCurdy, Thomas E., 1982. "The use of time series processes to model the error structure of earnings in a longitudinal data analysis," Journal of Econometrics, Elsevier, vol. 18(1), pages 83-114, January.
- Po-Hsien Huang & Hung Chen & Li-Jen Weng, 2017. "A Penalized Likelihood Method for Structural Equation Modeling," Psychometrika, Springer;The Psychometric Society, vol. 82(2), pages 329-354, June.
- Ke-Hai Yuan & Zhiyong Zhang, 2012. "Robust Structural Equation Modeling with Missing Data and Auxiliary Variables," Psychometrika, Springer;The Psychometric Society, vol. 77(4), pages 803-826, October.
- K. Newey, Whitney, 1985. "Generalized method of moments specification testing," Journal of Econometrics, Elsevier, vol. 29(3), pages 229-256, September.
- Robert A. Moffitt & Peter Gottschalk, 2002. "Trends in the Transitory Variance of Earnings in the United States," Economic Journal, Royal Economic Society, vol. 112(478), pages 68-73, March.
- Etheridge, Ben, 2015. "A test of the household income process using consumption and wealth data," European Economic Review, Elsevier, vol. 78(C), pages 129-157.
- Abowd, John M & Card, David, 1989.
"On the Covariance Structure of Earnings and Hours Changes,"
Econometrica, Econometric Society, vol. 57(2), pages 411-445, March.
- John M. Abowd & David Card, 1986. "On the Covariance Structure of Earnings and Hours Changes," NBER Working Papers 1832, National Bureau of Economic Research, Inc.
- Jushan Bai, 2009. "Panel Data Models With Interactive Fixed Effects," Econometrica, Econometric Society, vol. 77(4), pages 1229-1279, July.
- Druedahl, Jeppe & Munk-Nielsen, Anders, 2018. "Identifying heterogeneous income profiles using covariances of income levels and future growth rates," Journal of Economic Dynamics and Control, Elsevier, vol. 94(C), pages 24-42.
- Richard Blundell & Luigi Pistaferri & Ian Preston, 2008.
"Consumption Inequality and Partial Insurance,"
American Economic Review, American Economic Association, vol. 98(5), pages 1887-1921, December.
- Richard Blundell & Luigi Pistaferri & Ian Preston, 2004. "Consumption inequality and partial insurance," IFS Working Papers W04/28, Institute for Fiscal Studies.
- Nerlove, Marc, 1971.
"Further Evidence on the Estimation of Dynamic Economic Relations from a Time Series of Cross Sections,"
Econometrica, Econometric Society, vol. 39(2), pages 359-382, March.
- Marc Nerlove, 1968. "Further Evidence on the Estimation of Dynamic Economic Relations from a Time Series of Cross-Sections," Cowles Foundation Discussion Papers 257, Cowles Foundation for Research in Economics, Yale University.
- Chamberlain, Gary, 1982.
"Multivariate regression models for panel data,"
Journal of Econometrics, Elsevier, vol. 18(1), pages 5-46, January.
- Gary Chamberlain, 1980. "Multivariate Refression Models for Paned Data," NBER Technical Working Papers 0008, National Bureau of Economic Research, Inc.
- Dmytro Hryshko, 2012. "Labor income profiles are not heterogeneous: Evidence from income growth rates," Quantitative Economics, Econometric Society, vol. 3(2), pages 177-209, July.
- Bentler, P. M., 1983. "Simultaneous equation systems as moment structure models : With an introduction to latent variable models," Journal of Econometrics, Elsevier, vol. 22(1-2), pages 13-42.
- Manuel Arellano & Stephen Bond, 1991.
"Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 58(2), pages 277-297.
- Tom Doan, "undated". "RATS program to replicate Arellano-Bond 1991 dynamic panel," Statistical Software Components RTZ00169, Boston College Department of Economics.
- Baker, Michael, 1997. "Growth-Rate Heterogeneity and the Covariance Structure of Life-Cycle Earnings," Journal of Labor Economics, University of Chicago Press, vol. 15(2), pages 338-375, April.
- Norkutė, Milda & Westerlund, Joakim, 2021. "The factor analytical approach in near unit root interactive effects panels," Journal of Econometrics, Elsevier, vol. 221(2), pages 569-590.
- Ke-Hai Yuan & Yubin Tian & Hirokazu Yanagihara, 2015. "Empirical Correction to the Likelihood Ratio Statistic for Structural Equation Modeling with Many Variables," Psychometrika, Springer;The Psychometric Society, vol. 80(2), pages 379-405, June.
- Hause, John C, 1980. "The Fine Structure of Earnings and the On-the-Job Training Hypothesis," Econometrica, Econometric Society, vol. 48(4), pages 1013-1029, May.
- repec:hal:spmain:info:hdl:2441/1mc4dip81d9t8r0t57fe1h8lap is not listed on IDEAS
- Huggett, Mark, 1993. "The risk-free rate in heterogeneous-agent incomplete-insurance economies," Journal of Economic Dynamics and Control, Elsevier, vol. 17(5-6), pages 953-969.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Ivan Vidangos, 2009. "Fluctuations in individual labor income: a panel VAR analysis," Finance and Economics Discussion Series 2009-09, Board of Governors of the Federal Reserve System (U.S.).
- Masakatsu Okubo, 2015. "Earnings Dynamics and Profile Heterogeneity: Estimates from Japanese Panel Data," The Japanese Economic Review, Japanese Economic Association, vol. 66(1), pages 112-146, March.
- Otto Kässi, 2014.
"Earnings dynamics of men and women in Finland: permanent inequality versus earnings instability,"
Empirical Economics, Springer, vol. 46(2), pages 451-477, March.
- Kässi, Otto, 2011. "Earnings Dynamics of Men and Women in Finland: Permanent Inequality versus Earnings Instability," MPRA Paper 34301, University Library of Munich, Germany.
- Robert Moffitt & Peter Gottschalk, 2008.
"Trends in the Transitory Variance of Male Earnings in the U.S., 1970-2004,"
Boston College Working Papers in Economics
697, Boston College Department of Economics.
- Robert A. Moffitt & Peter Gottschalk, 2011. "Trends in the Transitory Variance of Male Earnings in the U.S., 1970-2004," NBER Working Papers 16833, National Bureau of Economic Research, Inc.
- Robert Moffitt & Peter Gottschalk, 2011. "Trends in the Transitory Variance of Male Earnings in the U.S., 1970-2004," Economics Working Paper Archive 578, The Johns Hopkins University,Department of Economics.
- Alvarez, Javier & Arellano, Manuel, 2022.
"Robust likelihood estimation of dynamic panel data models,"
Journal of Econometrics, Elsevier, vol. 226(1), pages 21-61.
- Javier Álvarez & Manuel Arellano, 2004. "Robust Likelihood Estimation of Dynamic Panel Data Models," Working Papers wp2004_0421, CEMFI.
- Ivan Vidangos, 2009. "Household welfare, precautionary saving, and social insurance under multiple sources of risk," Finance and Economics Discussion Series 2009-14, Board of Governors of the Federal Reserve System (U.S.).
- Mirko Felchner, 2015. "Einkommensdynamik bei Selbständigen als Freie Berufe und abhängig Beschäftigte Eine dynamische Paneldatenschätzung mit Daten des Sozio-oekonomischen Panels," FFB-Discussionpaper 101, Research Institute on Professions (Forschungsinstitut Freie Berufe (FFB)), LEUPHANA University Lüneburg.
- Dmytro Hryshko, 2012. "Labor income profiles are not heterogeneous: Evidence from income growth rates," Quantitative Economics, Econometric Society, vol. 3(2), pages 177-209, July.
- Joseph G. Altonji & Anthony A. Smith Jr. & Ivan Vidangos, 2013.
"Modeling Earnings Dynamics,"
Econometrica, Econometric Society, vol. 81(4), pages 1395-1454, July.
- Ivan Vidangos & Joseph G. Altonji & Anthony Smith, 2005. "Modeling Earnings Dynamics," 2005 Meeting Papers 259, Society for Economic Dynamics.
- Joseph G. Altonji & Anthony Smith & Ivan Vidangos, 2009. "Modeling Earnings Dynamics," NBER Working Papers 14743, National Bureau of Economic Research, Inc.
- Joseph Altonji, 2012. "Modeling Earnings Dynamics," 2012 Meeting Papers 1180, Society for Economic Dynamics.
- Joseph Altonji & Anthony Smith & Ivan Vidangos, 2009. "Modeling earnings dynamics," Finance and Economics Discussion Series 2009-08, Board of Governors of the Federal Reserve System (U.S.).
- Koray Aktas, 2021. "Characterizing Life-Cycle Dynamics of Annual Days of Work, Wages, and Cross-Covariances," Working Papers 465, University of Milano-Bicocca, Department of Economics.
- Joseph Altonji & Disa Hynsjo & Ivan Vidangos, 2023.
"Individual Earnings and Family Income: Dynamics and Distribution,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 49, pages 225-250, July.
- Joseph G. Altonji & Disa M. Hynsjö & Ivan Vidangos, 2022. "Individual Earnings and Family Income: Dynamics and Distribution," NBER Working Papers 30095, National Bureau of Economic Research, Inc.
- Fatih Karahan & Serdar Ozkan, 2013.
"On the Persistence of Income Shocks over the Life Cycle: Evidence, Theory, and Implications,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 16(3), pages 452-476, July.
- Fatih Karahan & Serdar Ozkan, 2012. "Code and data files for "On the Persistence of Income Shocks over the Life Cycle: Evidence, Theory, and Implications"," Computer Codes 10-74, Review of Economic Dynamics.
- Meghir, Costas & Pistaferri, Luigi, 2011.
"Earnings, Consumption and Life Cycle Choices,"
Handbook of Labor Economics, in: O. Ashenfelter & D. Card (ed.), Handbook of Labor Economics, edition 1, volume 4, chapter 9, pages 773-854,
Elsevier.
- Costas Meghir & Luigi Pistaferri, 2010. "Earnings, Consumption and Lifecycle Choices," NBER Working Papers 15914, National Bureau of Economic Research, Inc.
- Costas Meghir & Luigi Pistaferri, 2010. "Earnings, consumption and lifecycle choices," IFS Working Papers W10/05, Institute for Fiscal Studies.
- Cappellari, Lorenzo & Jenkins, Stephen P., 2014.
"Earnings and labour market volatility in Britain, with a transatlantic comparison,"
Labour Economics, Elsevier, vol. 30(C), pages 201-211.
- Cappellari, Lorenzo & Jenkins, Stephen P., 2014. "Earnings and labour market volatility in Britain, with a transatlantic comparison," LSE Research Online Documents on Economics 57302, London School of Economics and Political Science, LSE Library.
- Owen Freestone, 2018. "The Drivers of Life‐Cycle Wage Inequality in Australia," The Economic Record, The Economic Society of Australia, vol. 94(307), pages 424-444, December.
- Magnac, Thierry & Pistolesi, Nicolas & Roux, Sébastien, 2013.
"Post schooling human capital investments and the life cycle variance of earnings,"
IDEI Working Papers
765, Institut d'Économie Industrielle (IDEI), Toulouse.
- Magnac, Thierry & Pistolesi, Nicolas & Roux, Sébastien, 2013. "Post Schooling Human Capital Investments and the Life Cycle Variance of Earnings," IZA Discussion Papers 7407, Institute of Labor Economics (IZA).
- Thierry Magnac & Sebastien Roux & Nicolas Pistolesi, 2013. "Post schooling human capital investments and the life cycle variance of earnings," 2013 Meeting Papers 426, Society for Economic Dynamics.
- Magnac, Thierry & Pistolesi, Nicolas & Roux, Sébastien, 2013. "Post schooling human capital investments and the life cycle variance of earnings," TSE Working Papers 13-380, Toulouse School of Economics (TSE).
- Costas Meghir & Luigi Pistaferri, 2004.
"Income Variance Dynamics and Heterogeneity,"
Econometrica, Econometric Society, vol. 72(1), pages 1-32, January.
- Costas Meghir & Luigi Pistaferri, 2001. "Income variance dynamics and heterogenity," IFS Working Papers W01/07, Institute for Fiscal Studies.
- Meghir, Costas & Pistaferri, Luigi, 2002. "Income Variance Dynamics and Heterogeneity," CEPR Discussion Papers 3632, C.E.P.R. Discussion Papers.
- Cappellari, Lorenzo & Jenkins, Stephen P., 2013.
"Earnings and Labour Market Volatility in Britain,"
IZA Discussion Papers
7491, Institute of Labor Economics (IZA).
- P. Jenkins, Stephen & Cappellari, Lorenzo, 2013. "Earnings and labour market volatility in Britain," ISER Working Paper Series 2013-10, Institute for Social and Economic Research.
- Robert Moffitt & Sisi Zhang, 2018.
"Income Volatility and the PSID: Past Research and New Results,"
AEA Papers and Proceedings, American Economic Association, vol. 108, pages 277-280, May.
- Robert A. Moffitt & Sisi Zhang, 2018. "Income Volatility and the PSID: Past Research and New Results," NBER Working Papers 24390, National Bureau of Economic Research, Inc.
- Robert Moffitt & Sisi Zhang, 2018. "Income Volatility and the PSID: Past Research and New Results," Working Papers 2018-016, Human Capital and Economic Opportunity Working Group.
- Denisa Maria Sologon & Cathal O'Donoghue, 2009.
"Earnings Dynamics and Inequality in EU, 1994-2001,"
SOEPpapers on Multidisciplinary Panel Data Research
184, DIW Berlin, The German Socio-Economic Panel (SOEP).
- SOLOGON Denisa & O'DONOGHUE Cathal, 2010. "Earnings dynamics and inequality in the EU, 1994-2001," LISER Working Paper Series 2010-34, Luxembourg Institute of Socio-Economic Research (LISER).
More about this item
Keywords
Covariance structure analysis; Structural equation modeling; Missing data; Panel data; Income process; Dynamic panel data models; Endogenous variable; Measurement error;All these keywords.
Statistics
Access and download statisticsCorrections
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:eee:ecosta:v:29:y:2024:i:c:p:31-48. See general information about how to correct material in RePEc.
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.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with 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.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: https://www.journals.elsevier.com/econometrics-and-statistics .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.