Does the labor-income process contain a unit root? Evidence from individual-specific time series

DOI10.1016/j.jedc.2014.07.012zbMath1402.91584OpenAlexW2167086847MaRDI QIDQ1991916

Magnus Gustavsson, Pär Österholm

Publication date: 2 November 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://uu.diva-portal.org/smash/get/diva2:376648/FULLTEXT01.pdf

zbMATH Keywords

income riskearnings dynamicsmedian-unbiased estimation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

Uses Software

• bootstrap

Cites Work

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• Measuring high-frequency income risk from low-frequency data
• Estimating the dimension of a model
• Modelling Income Processes with Lots of Heterogeneity
• Testing for unit roots in autoregressive-moving average models of unknown order
• The Bias of Autoregressive Coefficient Estimators
• Labor income profiles are not heterogeneous: Evidence from income growth rates
• Efficient Tests for an Autoregressive Unit Root
• Unit Roots, Cointegration, and Structural Change
• Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models
• Consumption Over the Life Cycle
• Income Variance Dynamics and Heterogeneity

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