Dynamic Aspects of Earning Mobility

DOI10.2307/1911432MaRDI QIDQ4180093zbMATH OpenOpenAlexFDO

Authors Lee A. Lillard, Robert J. Willis

Publication date 1978

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1911432

zbMATH Keywords

Dynamic AnalysisEarning MobilityEconometric MethodologyIncome MobilityLife Cycle Earnings

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic growth models (91B62) Economic time series analysis (91B84)

Cited in

(35)

• Stability of household income in European countries in the 1990s
• A transformation that will circumvent the problem of autocorrelation in an error-component model
• Relative efficiency of first difference estimator in panel data regression with serially correlated error components
• Seeking a comprehensive measure of economic well-being: Annuitisation versus capitalisation
• An empirical analysis of earnings dynamics among men in the PSID: 1968--1989
• Econometrics and decision theory
• A comparison of different methods for the estimation of regression models with correlated binary responses.
• Jackknife minimum distance estimation.
• Transitions in poverty and its deprivations. An analysis of multidimensional poverty dynamics
• Identifying heterogeneous income profiles using covariances of income levels and future growth rates
• Does relative risk aversion vary with wealth? Evidence from households portfolio choice data
• Panel regression models for measuring multidimensional poverty dynamics
• Consistency and asymptotic unbiasedness of S^ 2 in the serially correlated error components regression model for panel data
• Testing AR(1) against MA(1) disturbances in an error component model
• Adjustments of Rao's score test for distributional and local parametric misspecifications
• Level-based estimation of dynamic panel models
• Analysis of the bias of matching and difference-in-difference under alternative earnings and selection processes
• Moment-based tests for individual and time effects in panel data models
• Testing for Persistence in the Error Component Model: A One-Sided Approach
• Modeling movements in individual consumption: a time-series analysis of grouped data
• An approximate likelihood function for panel data with a mixed ARMA(p, q) remainder disturbance model
• A NEW FRAMEWORK FOR THE ANALYSIS OF INEQUALITY
• Using semi-parametric methods in an analysis of earnings mobility
• Heterogeneity, state dependence and health
• Estimating Low Pay Transition Probabilities Accounting for Endogenous Selection Mechanisms
• A moments approach for omitted variables in residential histories and other panel data
• Useful matrix transformations for panel data analysis: a survey
• A NOTE ON ESTIMATING LINEAR TREND IN A REGRESSION MODEL WITH SERIALLY CORRELATED ERROR COMPONENTS
• ON THE EFFICIENCY OF THE COCHRANE–ORCUTT ESTIMATOR IN THE SERIALLY CORRELATED ERROR COMPONENTS REGRESSION MODEL FOR PANEL DATA
• ASYMPTOTICALLY UNBIASED ESTIMATION OF AUTOCOVARIANCES AND AUTOCORRELATIONS WITH LONG PANEL DATA
• Intertemporal persistence in healthcare spending and utilization: the role of insurance
• Convergence empirics across economies with (some) capital mobility.
• Tests for the error component model in the presence of local misspecification
• Tests for the existence of group effects and interactions for two-way models with dependent errors
• How Important Is Selection into Full-Time and Part-Time Employment? A New Panel Data Sample Selection Model for Estimating Wage Profiles

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