Time-varying unobserved heterogeneity in earnings shocks

DOI10.1016/j.jeconom.2022.08.012MaRDI QIDQ6108304

Irene Botosaru

Publication date: 29 June 2023

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

zbMATH Keywords

linear integral equationpanel dataheteroskedasticityearnings volatility

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Related Items (1)

Identifying an earnings process with dependent contemporaneous income shocks

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