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The persistent-transitory representation for earnings processes - MaRDI portal

The persistent-transitory representation for earnings processes

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DOI10.3982/QE239zbMath1396.62272MaRDI QIDQ4586213

Martin Browning, Mette Ejrnæs

Publication date: 12 September 2018

Published in: Quantitative Economics (Search for Journal in Brave)

zbMATH Keywords

ARMA model earnings process permanent-transitory shocks persistent-transitory shocks

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (8)

Unbounded dynamic programming via the Q-transform ⋮ Huggett economies with multiple stationary equilibria ⋮ An impossibility theorem for wealth in heterogeneous-agent models with limited heterogeneity ⋮ IDENTIFICATION OF JOINT DISTRIBUTIONS IN DEPENDENT FACTOR MODELS ⋮ The persistence of wages ⋮ Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity ⋮ Correlated income shocks and excess smoothness of consumption ⋮ ESTIMATION FOR DYNAMIC PANEL DATA WITH INDIVIDUAL EFFECTS

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