Identifying Distributions in a Panel Model with Heteroskedasticity: An Application to Earnings Volatility
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- Babii, Andrii & Florens, Jean-Pierre, 2020. "Is completeness necessary? Estimation in nonidentified linear models," TSE Working Papers 20-1091, Toulouse School of Economics (TSE).
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More about this item
Keywords
Earnings dynamics; panel data; deconvolution; integral equation;All these keywords.
JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- D31 - Microeconomics - - Distribution - - - Personal Income and Wealth Distribution
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2017-08-06 (Econometrics)
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