An empirical analysis of earnings dynamics among men in the PSID: 1968--1989

DOI10.1016/S0304-4076(99)00063-9zbMath0956.62120OpenAlexW2108873058WikidataQ60155208 ScholiaQ60155208MaRDI QIDQ1573365

John F. Geweke, Michael P. Keane

Publication date: 11 March 2001

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4076(99)00063-9

zbMATH Keywords

tablesMarkov chain Monte Carlopanel dataearnings mobilitynon-Gaussian disturbancespanel survey of income dynamics

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Related Items (14)

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Uses Software

• BayesDA

Cites Work

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• Bayesian forecasting and dynamic models
• Inference from iterative simulation using multiple sequences
• Markov chains for exploring posterior distributions. (With discussion)
• Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
• Mixture Densities, Maximum Likelihood and the EM Algorithm
• Dynamic Aspects of Earning Mobility
• Practical Bayesian Density Estimation Using Mixtures of Normals
• Bayesian Inference in Econometric Models Using Monte Carlo Integration
• Bayesian Density Estimation and Inference Using Mixtures
• Semiparametric Estimation of Regression Models for Panel Data

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