Nonparametric heteroskedasticity in persistent panel processes: an application to earnings dynamics
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Publication:1706490
DOI10.1016/J.JECONOM.2017.11.010zbMATH Open1386.62013OpenAlexW2778516570MaRDI QIDQ1706490FDOQ1706490
Authors: Irene Botosaru, Yuya Sasaki 
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
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Cites Work
- Practical bandwidth selection in deconvolution kernel density estimation
- Generalized non-parametric deconvolution with an application to earnings dynamics
- Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework
- Income Variance Dynamics and Heterogeneity
- Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis
- Title not available (Why is that?)
- Robust and consistent estimation of nonlinear errors-in-variables models
- Estimation of Nonlinear Models with Measurement Error
- Local linear fitting under near epoch dependence: uniform consistency with convergence rates
- Nonparametric estimation of the measurement error model using multiple indicators.
- NONPARAMETRIC REGRESSION IN THE PRESENCE OF MEASUREMENT ERROR
- A survey of the theory of characteristic functions
- Heterogeneity in panel data and in nonparametric analysis
- Some extensions of a lemma of Kotlarski
Cited In (8)
- The persistent-transitory representation for earnings processes
- HIP, RIP, and the robustness of empirical earnings processes
- Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework
- Identifying an earnings process with dependent contemporaneous income shocks
- Time-varying unobserved heterogeneity in earnings shocks
- Recovering Latent Variables by Matching
- Panel data analysis with heterogeneous dynamics
- What Do Data on Millions of U.S. Workers Reveal About Lifecycle Earnings Dynamics?
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