Nonparametric heteroskedasticity in persistent panel processes: an application to earnings dynamics
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Publication:1706490
DOI10.1016/j.jeconom.2017.11.010zbMath1386.62013OpenAlexW2778516570MaRDI QIDQ1706490
Publication date: 22 March 2018
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2017.11.010
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08)
Related Items (4)
Identifying an earnings process with dependent contemporaneous income shocks ⋮ Recovering Latent Variables by Matching ⋮ Time-varying unobserved heterogeneity in earnings shocks ⋮ Panel data analysis with heterogeneous dynamics
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