Estimation of income expectations models using expectations and realization data

DOI10.1016/S0304-4076(01)00052-5zbMath0985.62099OpenAlexW1979371871WikidataQ128118348 ScholiaQ128118348MaRDI QIDQ5942681

Jeff Dominitz

Publication date: 19 March 2002

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

Full work available at URL: https://doi.org/10.1016/s0304-4076(01)00052-5

zbMATH Keywords

rational expectationsconsumptionsavingsurvey datasubjective expectations

Mathematics Subject Classification ID

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

Cites Work

• An Econometric Analysis of Reservation Wages
• Using Expectations Data To Study Subjective Income Expectations
• Income Variance Dynamics and Heterogeneity

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