Semiparametric estimation of the canonical permanent‐transitory model of earnings dynamics

DOI10.3982/QE1117zbMath1453.62764OpenAlexW2990954336MaRDI QIDQ5132954

Yuya Sasaki, Yingyao Hu, Robert A. Moffitt

Publication date: 12 November 2020

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

Full work available at URL: https://doi.org/10.3982/qe1117

zbMATH Keywords

semiparametric estimationstate space modelearnings dynamics

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Labor markets (91B39) Causal inference from observational studies (62D20)

Related Items (1)

Recovering Latent Variables by Matching

This page was built for publication: Semiparametric estimation of the canonical permanent‐transitory model of earnings dynamics