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Citations for "Small sample bias in GMM estimation of covariance structures"

by Joseph G. Altonji & Lewis M. Segal

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  1. Zhao, Bo, 2013. "Cyclical dynamics in idiosyncratic labor-market risks: Evidence from March CPS 1968–2011," Economics Letters, Elsevier, Elsevier, vol. 120(3), pages 528-531.
  2. Doran, Howard E. & Schmidt, Peter, 2006. "GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model," Journal of Econometrics, Elsevier, Elsevier, vol. 133(1), pages 387-409, July.
  3. Eric French & John Bailey Jones, 2004. "The Effects of Health Insurance and Self-Insurance on Retirement Behavior," Working Papers, Center for Retirement Research at Boston College wp2004-12, Center for Retirement Research, revised Apr 2004.
  4. Björklund, Anders & Jäntti, Markus & Lindquist, Matthew J., 2007. "Family Background and Income during the Rise of the Welfare State: Brother Correlations in Income for Swedish Men Born 1932-1968," IZA Discussion Papers 3000, Institute for the Study of Labor (IZA).
  5. Nicolas Roys & Francois Gourio, 2013. "Size-Dependent Regulations, Firm Size Distribution, and Reallocation," 2013 Meeting Papers, Society for Economic Dynamics 199, Society for Economic Dynamics.
  6. Otto Kässi, 2014. "Earnings dynamics of men and women in Finland: permanent inequality versus earnings instability," Empirical Economics, Springer, Springer, vol. 46(2), pages 451-477, March.
  7. David Laibson & Andrea Repetto & Jeremy Tobacman, 2007. "Estimating Discount Functions with Consumption Choices over the Lifecycle," Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile 236, Centro de Economía Aplicada, Universidad de Chile.
  8. Joel L. Horowitz, 1996. "Bootstrap Methods For Covariance Structures," Econometrics, EconWPA 9610003, EconWPA.
  9. Pierre-Philippe Combes & Thierry Magnac & Jean-Marc Robin, 2004. "The dynamics of local employment in France," Research Unit Working Papers, Laboratoire d'Economie Appliquee, INRA 0402, Laboratoire d'Economie Appliquee, INRA.
  10. Rasmus Lentz & Dale T. Mortensen, 2005. "An Empirical Model of Growth Through Product Innovation," NBER Working Papers 11546, National Bureau of Economic Research, Inc.
  11. repec:ese:iserwp:2001-15 is not listed on IDEAS
  12. Jonathan Heathcote & Kjetil Storesletten & Giovanni L. Violante, 2014. "Consumption and Labor Supply with Partial Insurance: An Analytical Framework," American Economic Review, American Economic Association, American Economic Association, vol. 104(7), pages 2075-2126, July.
  13. Yingyong Dong & Arthur Lewbel, 2009. "Nonparametric identification of a binary random factor in cross section data," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies CWP16/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  14. Guido W Imbens, Phillip Johnson & Richard H Spady, . "Information theoretic approaches to inference in moment condition model," Economics Papers W12., Economics Group, Nuffield College, University of Oxford.
  15. Grammig, Joachim & Schrimpf, Andreas, 2009. "Asset pricing with a reference level of consumption: New evidence from the cross-section of stock returns," Review of Financial Economics, Elsevier, Elsevier, vol. 18(3), pages 113-123, August.
  16. Andreas Waldkirch & Serena Ng & Donald Cox, 2004. "Intergenerational Linkages in Consumption Behavior," Journal of Human Resources, University of Wisconsin Press, vol. 39(2).
  17. Greg Kaplan, 2007. "Inequality and the Lifecycle," 2007 Meeting Papers, Society for Economic Dynamics 262, Society for Economic Dynamics.
  18. SOLOGON Denisa & VAN KERM Philippe, 2014. "Earnings dynamics, foreign workers and the stability of inequality trends in Luxembourg 1988-2009," CEPS/INSTEAD Working Paper Series 2014-03, CEPS/INSTEAD.
  19. Michal Myck & Richard Ochmann & Salmai Qari, 2009. "Dynamics of Earnings and Hourly Wages in Germany," Discussion Papers of DIW Berlin 929, DIW Berlin, German Institute for Economic Research.
  20. Laura Crespo, 2007. "The Role Of Wage Differences And Individual Labour Supply On Male Earnings Inequality: Empirical Evidence From Spain," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) 2007-05, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  21. George Judge & Marco Van_Akkeren, 2000. "Generalized Moment Based Estimation and Inference," Econometric Society World Congress 2000 Contributed Papers 0073, Econometric Society.
  22. Laurent Gobillon & Thierry Magnac & Harris Selod, 2010. "Do Unemployed Workers Benefit from Enterprise Zones ? The French Experience," Working Papers, Centre de Recherche en Economie et Statistique 2010-45, Centre de Recherche en Economie et Statistique.
  23. Fatih Guvenen, 2007. "An Empirical Investigation of Labor Income Processes," NBER Working Papers 13394, National Bureau of Economic Research, Inc.
  24. Tullio Jappelli & Luigi Pistaferri, 1999. "Intertemporal Choice and Consumption Mobility," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy 23, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  25. Bhashkar Mazumder, 2001. "The mis-measurement of permanent earnings: new evidence from Social Security earnings data," Working Paper Series, Federal Reserve Bank of Chicago WP-01-24, Federal Reserve Bank of Chicago.
  26. Grammig, Joachim G. & Schrimpf, Andreas, 2006. "Consumption-Based Asset Pricing with a Reference Level: New Evidence from the Cross-Section of Stock Returns," ZEW Discussion Papers 06-32, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  27. Juan Contreras & Joseph Nichols, 2010. "Consumption responses to permanent and transitory shocks to house appreciation," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2010-32, Board of Governors of the Federal Reserve System (U.S.).
  28. Hjalmar Boehm & Michael Funke & Nikolaus A. Siegfried, 2000. "Discovering the Link Between Uncertainty and Investment - Microeconometric Evidence from Germany," Econometric Society World Congress 2000 Contributed Papers 0112, Econometric Society.
  29. Ronald J. Balvers & Dayong Huang, 2005. "Productivity-Based Asset Pricing: Theory and Evidence," Working Papers 05-05 Classification- JEL, Department of Economics, West Virginia University.
  30. Stephanie Lluis, . "The Role of Comparative Advantage and Learning in Wage Dynamics and Intra-Firm Mobility: Evidence from Germany," Working Papers, Human Resources and Labor Studies, University of Minnesota (Twin Cities Campus) 0103, Human Resources and Labor Studies, University of Minnesota (Twin Cities Campus).
  31. Clive Bowsher, 2000. "On Testing Overidentifying Restrictions in Dynamic Panel Data Models," Economics Series Working Papers 2000-W28, University of Oxford, Department of Economics.
  32. Lorenzo Cappellari & Marco Leonardi, 2007. "Earnings Instability and Tenure," DISCE - Quaderni dell'Istituto di Economia dell'Impresa e del Lavoro, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE) ieil0048, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
  33. John Bailey Jones & Eric French, 2002. "On the Distribution and Dynamics of Health Costs," Discussion Papers 02-03, University at Albany, SUNY, Department of Economics.
  34. Gagliardini, Patrick & Trojani, Fabio & Urga, Giovanni, 2005. "Robust GMM tests for structural breaks," Journal of Econometrics, Elsevier, Elsevier, vol. 129(1-2), pages 139-182.
  35. Mariacristina De Nardi & Eric French & John Bailey Jones, 2009. "Why do the elderly save? the role of medical expenses," Working Paper Series, Federal Reserve Bank of Chicago WP-09-02, Federal Reserve Bank of Chicago.
  36. Mariarosaria Agostino, 2004. "Conditionality, Commitment and Investment Response in LDCs," Economics Working Papers, School of Economics and Management, University of Aarhus 2004-10, School of Economics and Management, University of Aarhus.
  37. Gnangnon, Sèna Kimm, 2013. "Structural vulnerability and excessive public indebtedness in CFA Franc Zone countries," Economic Modelling, Elsevier, Elsevier, vol. 35(C), pages 816-832.
  38. Devicienti, Francesco, 2002. "Estimating Poverty Persistence in Britain," Royal Economic Society Annual Conference 2002, Royal Economic Society 61, Royal Economic Society.
  39. Holly, Alberto & Monfort, Alain & Rockinger, Michael, 2011. "Fourth order pseudo maximum likelihood methods," Journal of Econometrics, Elsevier, Elsevier, vol. 162(2), pages 278-293, June.
  40. Ahn, Seung C. & Perez, M. Fabricio, 2010. "GMM estimation of the number of latent factors: With application to international stock markets," Journal of Empirical Finance, Elsevier, Elsevier, vol. 17(4), pages 783-802, September.
  41. Olivier Coibion & Yuriy Gorodnichenko, 2011. "Strategic Interaction among Heterogeneous Price-Setters in an Estimated DSGE Model," The Review of Economics and Statistics, MIT Press, vol. 93(3), pages 920-940, August.
  42. Richard Dickens, 1996. "The evolution of individual male earnings in Great Britain 1974-1994," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library 20647, London School of Economics and Political Science, LSE Library.
  43. Victor Aguirregabiria & Victor Aguirregabiria & Aviv Nevo & Aviv Nevo, 2010. "Recent Developments in Empirical IO: Dynamic Demand and Dynamic Games," Working Papers tecipa-419, University of Toronto, Department of Economics.
  44. Letendre, Marc-Andre, 2004. "Semi-parametric predictions of the intertemporal approach to the current account," Journal of International Economics, Elsevier, Elsevier, vol. 64(2), pages 363-386, December.
  45. Richard Blundell & Luigi Pistaferri & Ian Preston, 2002. "Partial insurance, information and consumption dynamics," IFS Working Papers, Institute for Fiscal Studies W02/16, Institute for Fiscal Studies.
  46. Atsushi Inoue & Tomislav Vukina, 2006. "Testing for the principal’s monopsony power in agency contracts," Empirical Economics, Springer, Springer, vol. 31(3), pages 717-734, September.
  47. Shane M. Sherlund, 2004. "Quasi Empirical Likelihood Estimation of Moment Condition Models," Econometric Society 2004 North American Summer Meetings 507, Econometric Society.
  48. Zhao, Zhong, 2007. "Earnings Instability and Earnings Inequality in Urban China: 1989–2006," IZA Discussion Papers 3270, Institute for the Study of Labor (IZA).
  49. Tom Krebs & Pravin Krishna, 2005. "Trade Policy, Income Risk and Welfare," 2005 Meeting Papers, Society for Economic Dynamics 271, Society for Economic Dynamics.
  50. Eric French, 2004. "The Labor Supply Response to (Mismeasured but) Predictable Wage Changes," The Review of Economics and Statistics, MIT Press, vol. 86(2), pages 602-613, May.
  51. Salvatore Capasso & Maria Rosaria Carillo & Rita De Siano, 2011. "Migration flows, structural change, and growth convergence: A panel data analysis of Italian regions," Discussion Papers, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy 7_2011, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
  52. Robert A. Moffitt & Peter Gottschalk, 2011. "Trends in the Transitory Variance of Male Earnings in the U.S., 1970-2004," NBER Working Papers 16833, National Bureau of Economic Research, Inc.
  53. G. Malengier & L. Pozzi, 2004. "Examining Ricardian Equivalence by estimating and bootstrapping a nonlinear dynamic panel model," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration 04/274, Ghent University, Faculty of Economics and Business Administration.
  54. Ariell Reshef, 2008. "Is Technological Change Biased Towards the Unskilled in Services? An Empirical Investigation," 2008 Meeting Papers 235, Society for Economic Dynamics.
  55. Joshua D. Angrist & Guido W. Imbens & Alan Krueger, 1995. "Jackknife Instrumental Variables Estimation," NBER Technical Working Papers 0172, National Bureau of Economic Research, Inc.
  56. César Calderón & Alberto Chong, 2004. "Volume and Quality of Infrastructure and the Distribution of Income: An Empirical Investigation," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 50(1), pages 87-106, 03.
  57. A. Johri & M-A. Letendre, 2001. "Labour Market Dynamics in RBC Models," Department of Economics Working Papers 2001-03, McMaster University.
  58. Edda Claus & Iris Claus & Leo Krippner, 2014. "Asset markets and monetary policy shocks at the zero lower bound," CAMA Working Papers 2014-42, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  59. Jason Allen & Allan W. Gregory & Katsumi Shimotsu, 2008. "Empirical Likelihood Block Bootstrapping," Working Papers, Queen's University, Department of Economics 1156, Queen's University, Department of Economics.
  60. Cizek, P., 2009. "Generalized Methods of Trimmed Moments," Discussion Paper, Tilburg University, Center for Economic Research 2009-25, Tilburg University, Center for Economic Research.
  61. Chay, Kenneth Y. & Lee, David S., 2000. "Changes in relative wages in the 1980s Returns to observed and unobserved skills and black-white wage differentials," Journal of Econometrics, Elsevier, Elsevier, vol. 99(1), pages 1-38, November.
  62. Benjamin R. Auer, 2012. "Lassen sich CAPM, HCAPM und CCAPM durch konsumbasierte zeitvariable Parameterspezifikation rehabilitieren?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 232(5), pages 518-544, September.
  63. Artem Prokhorov, 2010. "Second Order Bias of Quasi-MLE for Covariance Structure Models," Working Papers, Concordia University, Department of Economics 10001, Concordia University, Department of Economics.
  64. Aldy, Joseph E. & Viscusi, W. Kip, 2006. "Adjusting the Value of a Statistical Life for Age and Cohort Effects," Discussion Papers, Resources For the Future dp-06-19, Resources For the Future.
  65. Robert Gibbons & Lawrence F. Katz & Thomas Lemieux & Daniel Parent, 2002. "Comparative Advantage, Learning, and Sectoral Wage Determination," NBER Working Papers 8889, National Bureau of Economic Research, Inc.
  66. Mariacristina De Nardi & Eric French & John Bailey Jones, 2005. "Differential mortality, uncertain medical expenses, and the saving of elderly singles," Working Paper Series, Federal Reserve Bank of Chicago WP-05-13, Federal Reserve Bank of Chicago.
  67. Deb, Partha & TRIVEDI, PRAVIN K, 1998. "Moment-based Estimation of Latent Class Models of Event Counts," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego qt6r282286, Department of Economics, UC San Diego.
  68. Travaglini, Guido, 2010. "Supervised Principal Components and Factor Instrumental Variables. An Application to Violent CrimeTrends in the US, 1982-2005," MPRA Paper 22077, University Library of Munich, Germany.
  69. Robert C. Feenstra & Philip A. Luck & Maurice Obstfeld & Katheryn N. Russ, 2014. "In Search of the Armington Elasticity," NBER Working Papers 20063, National Bureau of Economic Research, Inc.
  70. Baker, Michael & Solon, Gary, 1999. "Earnings Dynamics and Inequality Among Canadian Men, 1976-1992: Evidence from Longitudinal Income Tax Records," Analytical Studies Branch Research Paper Series 1999130e, Statistics Canada, Analytical Studies Branch.
  71. Laszlo, Sonia, 2008. "Education, Labor Supply, and Market Development in Rural Peru," World Development, Elsevier, Elsevier, vol. 36(11), pages 2421-2439, November.
  72. Windmeijer, Frank, 2005. "A finite sample correction for the variance of linear efficient two-step GMM estimators," Journal of Econometrics, Elsevier, Elsevier, vol. 126(1), pages 25-51, May.
  73. Calderon, Cesar & Chong, Alberto & Loayza, Norman, 2000. "Determinants of current account deficits in developing countries," Policy Research Working Paper Series 2398, The World Bank.
  74. Manju Puri & Jörg Rocholl & Sascha Steffen, 2011. "Global retail lending in the aftermath of the US financial crisis: Distinguishing between supply and demand effects," NBER Working Papers 16967, National Bureau of Economic Research, Inc.
  75. Johannes Fedderke & Robert Klitgaard & Kamil Akramov, 2011. "Heterogeneity Happens: How Rights Matter in Economic Development," Working Papers 220, Economic Research Southern Africa.
  76. Dovonon, Prosper, 2008. "Large sample properties of the three-step euclidean likelihood estimators under model misspecification," MPRA Paper 40025, University Library of Munich, Germany, revised 16 May 2010.
  77. Joachim Inkmann, 2000. "Finite Sample Properties of One-step, Two-step and Bootstrap Empirical Likelihood Approaches to Efficient GMM Estimation," CoFE Discussion Paper, Center of Finance and Econometrics, University of Konstanz 00-03, Center of Finance and Econometrics, University of Konstanz.
  78. Richard Smith, 2005. "Local GEL methods for conditional moment restrictions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies CWP15/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  79. Damba Lkhagvasuren, 2006. "Education, Mobility and the College Wage Premium," Working Papers, Concordia University, Department of Economics 14001, Concordia University, Department of Economics, revised Nov 2013.
  80. Joshua D. Angrist & Alan B. Krueger, 1995. "Split Sample Instrumental Variables," NBER Technical Working Papers 0150, National Bureau of Economic Research, Inc.
  81. Aedín Doris & Donal O’Neill & Olive Sweetman, 2013. "Identification of the covariance structure of earnings using the GMM estimator," Journal of Economic Inequality, Springer, Springer, vol. 11(3), pages 343-372, September.
  82. Beum-Jo Park, 2009. "Risk-return relationship in equity markets: using a robust GMM estimator for GARCH-M models," Quantitative Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 9(1), pages 93-104.
  83. Meghir, Costas & Pistaferri, Luigi, 2002. "Income Variance Dynamics and Heterogeneity," CEPR Discussion Papers, C.E.P.R. Discussion Papers 3632, C.E.P.R. Discussion Papers.
  84. Stéphanie Lluis, 2001. "Wage Policy of Firms: An Empirical Investigation," CIRANO Working Papers, CIRANO 2001s-47, CIRANO.
  85. Griet Malengier & Lorenzo Pozzi, 2005. "Examining Ricardian Equivalence by estimating and bootstrapping a nonlinear dynamic panel model," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group 61, Money Macro and Finance Research Group.
  86. Bhattacharya, Debopam & Dupas, Pascaline, 2012. "Inferring welfare maximizing treatment assignment under budget constraints," Journal of Econometrics, Elsevier, Elsevier, vol. 167(1), pages 168-196.
  87. Michael Lechner & Stefan Lollivier & Thierry Magnac, 2005. "Parametric Binary Choice Models," University of St. Gallen Department of Economics working paper series 2005 2005-23, Department of Economics, University of St. Gallen.
  88. Mariacristina De Nardi & Eric French & John Bailey Jones, 2012. "Medicaid Insurance in Old Age," Working Papers, University of Michigan, Michigan Retirement Research Center wp278, University of Michigan, Michigan Retirement Research Center.
  89. Dustmann, Christian & Preston, Ian, 2000. "Racial and Economic Factors in Attitudes to Immigration," IZA Discussion Papers 190, Institute for the Study of Labor (IZA).
  90. Tavneet Suri, 2006. "Selection and Comparative Advantage in Technology Adoption," Working Papers, Economic Growth Center, Yale University 944, Economic Growth Center, Yale University.
  91. Laurent Gobillon & Thierry Magnac & Harris Selod, 2007. "The Effect of Location on Finding a Job in the Paris Region," Working Papers, Centre de Recherche en Economie et Statistique 2007-05, Centre de Recherche en Economie et Statistique.
  92. Sun, Yixiao & Kim, Min Seong, 2012. "Simple and powerful GMM over-identification tests with accurate size," Journal of Econometrics, Elsevier, Elsevier, vol. 166(2), pages 267-281.
  93. Sébastien Roux & Thierry Magnac, 2009. "Dynamique des salaires dans une cohorte," Économie et Prévision, Programme National Persée, Programme National Persée, vol. 187(1), pages 1-24.
  94. Ariell Reshef, 2012. "Online Appendix to "Is Technological Change Biased Towards the Unskilled in Services? An Empirical Investigation"," Technical Appendices 11-241, Review of Economic Dynamics.
  95. Alok Johri and Marc-André Letendre, 2006. "What do “residuals” from first-order conditions reveal about DGE models?," Department of Economics Working Papers 2006-01, McMaster University.
  96. Serven, Luis, 1998. "Macroeconomic uncertainty and private investment in developing countries - an empirical investigation," Policy Research Working Paper Series 2035, The World Bank.
  97. Alberto Chong & César Calderón, 2001. "Volumen y calidad de la infraestructura y la distribución del ingreso: investigación empírica," Research Department Publications, Inter-American Development Bank, Research Department 4264, Inter-American Development Bank, Research Department.
  98. Fouarge, Didier & Muffels, Ruud, 2000. "Persistent poverty in the Netherlands, Germany and the UK," MPRA Paper 13297, University Library of Munich, Germany.
  99. Martin Lettau & Sydney Ludvigson, 1999. "Resurrecting the (C)CAPM: a cross-sectional test when risk premia are time-varying," Staff Reports, Federal Reserve Bank of New York 93, Federal Reserve Bank of New York.
  100. Kalwij, Adriaan & Alessie, Rob, 2003. "Permanent and Transitory Wage Inequality of British Men, 1975-2001: Year, Age and Cohort Effects," IZA Discussion Papers 686, Institute for the Study of Labor (IZA).
  101. Cardoso, Ana Rute & Portela, Miguel, 2005. "The Provision of Wage Insurance by the Firm: Evidence from a Longitudinal Matched Employer-Employee Dataset," IZA Discussion Papers 1865, Institute for the Study of Labor (IZA).
  102. Ivan Vidangos, 2009. "Household welfare, precautionary saving, and social insurance under multiple sources of risk," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2009-14, Board of Governors of the Federal Reserve System (U.S.).
  103. Lô, Serigne N. & Ronchetti, Elvezio, 2012. "Robust small sample accurate inference in moment condition models," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 56(11), pages 3182-3197.
  104. Loayza, Norman & Schmidt-Hebbel, Klaus & Serven, Luis, 2000. "What drives private saving around the world?," Policy Research Working Paper Series 2309, The World Bank.
  105. Smith, Richard J., 2007. "Efficient information theoretic inference for conditional moment restrictions," Journal of Econometrics, Elsevier, Elsevier, vol. 138(2), pages 430-460, June.
  106. Haan, Peter & Prowse, Victoria L., 2010. "The Design of Unemployment Transfers: Evidence from a Dynamic Structural Life-Cycle Model," IZA Discussion Papers 4792, Institute for the Study of Labor (IZA).
  107. Chau, Tak Wai, 2013. "Is the Use of Autocovariances in Level the Best in Estimating the Income Processes? A Simulation Study," MPRA Paper 44106, University Library of Munich, Germany.
  108. Ostrovsky, Yuri, 2008. "Inegalite et instabilite des gains chez les immigrants au Canada," Direction des etudes analytiques : documents de recherche 2008309f, Statistics Canada, Direction des etudes analytiques.
  109. Istvan Konya & Hiroshi Ohashi, 2004. "Globalization and Consumption Patterns among the OECD Countries," Boston College Working Papers in Economics, Boston College Department of Economics 596, Boston College Department of Economics.
  110. Sacht, Stephen & Jang, Tae-Seok, 2012. "Identification of Animal Spirits in a Bounded Rationality Model: An Application to the Euro Area," Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62071, Verein für Socialpolitik / German Economic Association.
  111. Jonathan Heathcote & Kjetil Storesletten & Giovanni L. Violante, 2008. "The Macroeconomic Implications of Rising Wage Inequality in the United States," NBER Working Papers 14052, National Bureau of Economic Research, Inc.
  112. Fan, Yanqin & Gentry, Matthew & Li, Tong, 2011. "A new class of asymptotically efficient estimators for moment condition models," Journal of Econometrics, Elsevier, Elsevier, vol. 162(2), pages 268-277, June.
  113. Isacsson, Gunnar, 2007. "The trade off between time and money: Is there a difference between real and hypothetical choices?," Working Papers 2007:3, Swedish National Road & Transport Research Institute (VTI).
  114. Mehmet Caner, 2005. "Nearly Singular design in gmm and generalized empirical likelihood estimators," Working Papers, University of Pittsburgh, Department of Economics 211, University of Pittsburgh, Department of Economics, revised Jan 2005.
  115. Gorodnichenko, Yuriy & Ng, Serena, 2010. "Estimation of DSGE models when the data are persistent," Journal of Monetary Economics, Elsevier, Elsevier, vol. 57(3), pages 325-340, April.
  116. Hélène Bonnal & Éric Renault, 2004. "On the Efficient Use of the Informational Content of Estimating Equations: Implied Probabilities and Euclidean Empirical Likelihood," CIRANO Working Papers, CIRANO 2004s-18, CIRANO.
  117. Jason DeBacker & Bradley Heim & Vasia Panousi & Ivan Vidangos, 2011. "Rising inequality: transitory or permanent? New evidence from a U.S. panel of household income 1987-2006," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2011-60, Board of Governors of the Federal Reserve System (U.S.).
  118. John C. Ham & John H. Kagel & Steven F. Lehrer, 2000. "Randomization, Endogeneity and Laboratory Experiments," Econometric Society World Congress 2000 Contributed Papers 1524, Econometric Society.
  119. Morin, Louis-Philippe, 2010. "Estimating the BenefiÂ…t of High School for College-Bound Students," CLSSRN working papers, Vancouver School of Economics clsrn_admin-2010-3, Vancouver School of Economics, revised 30 Jan 2010.
  120. María Cervini-Plá & Xavier Ramos, 2012. "Long-Term Earnings Inequality, Earnings Instability and Temporary Employment in Spain: 1993–2000," British Journal of Industrial Relations, London School of Economics, vol. 50(4), pages 714-736, December.
  121. G. Everaert & L. Pozzi, 2004. "Bootstrap Based Bias Correction for Homogeneous Dynamic²² Panels," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration 04/263, Ghent University, Faculty of Economics and Business Administration.
  122. Shibamoto, Masahiko, 2008. "The estimation of monetary policy reaction function in a data-rich environment: The case of Japan," Japan and the World Economy, Elsevier, Elsevier, vol. 20(4), pages 497-520, December.
  123. Tang, Jenn-Hong, 2007. "Gross job flows and technology shocks in nondurable and durable goods sectors," Journal of Macroeconomics, Elsevier, Elsevier, vol. 29(2), pages 326-354, June.
  124. Mikko Packalen & Tony Wirjanto, 2010. "Inference about Clustering and Parametric Assumptions in Covariance Matrix Estimation," Working Papers 1012, University of Waterloo, Department of Economics, revised Nov 2010.
  125. Ostrovsky, Yuri, 2008. "Earnings Inequality and Earnings Instability of Immigrants in Canada," Analytical Studies Branch Research Paper Series 2008309e, Statistics Canada, Analytical Studies Branch.
  126. Dmytro Hryshko, 2012. "Labor income profiles are not heterogeneous: Evidence from income growth rates," Quantitative Economics, Econometric Society, Econometric Society, vol. 3(2), pages 177-209, 07.
  127. Joseph G. Altonji & Ana Paula Martins & Aloysius Siow, 1987. "Dynamic Factor Models of Consumption, Hours, and Income," NBER Working Papers 2155, National Bureau of Economic Research, Inc.
  128. Agostino, Mariarosaria, 2008. "World Bank Conditional Loans and Private Investment in Recipient Countries," World Development, Elsevier, Elsevier, vol. 36(10), pages 1692-1708, October.
  129. Gustavsson, Magnus, 2002. "Earnings Dynamics and Inequality during Macroeconomic Turbulence: Sweden 1991-1999," Working Paper Series, Uppsala University, Department of Economics 2002:20, Uppsala University, Department of Economics.
  130. Sèna Kimm Gnangnon, 2012. "Structural Vulnerability and Excessive Public Indebtedness in CFA Franc Zone Countries," Working Papers halshs-00749470, HAL.
  131. Gregory, Allan W. & Lamarche, Jean-Francois & Smith, Gregor W., 2002. "Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence," Journal of Econometrics, Elsevier, Elsevier, vol. 107(1-2), pages 213-233, March.
  132. So Im, Kyung & Ahn, Seung C. & Schmidt, Peter & Wooldridge, Jeffrey M., 1999. "Efficient estimation of panel data models with strictly exogenous explanatory variables," Journal of Econometrics, Elsevier, Elsevier, vol. 93(1), pages 177-201, November.
  133. Heathcote, Jonathan & Storesletten, Kjetil & Violante, Giovanni L, 2004. "The Cross-Sectional Implications of Rising Wage Inequality in the United States," CEPR Discussion Papers, C.E.P.R. Discussion Papers 4296, C.E.P.R. Discussion Papers.
  134. Nevo, Aviv, 2002. "Sample selection and information-theoretic alternatives to GMM," Journal of Econometrics, Elsevier, Elsevier, vol. 107(1-2), pages 149-157, March.
  135. Lorenzo Cappellari, 2002. "The dynamics and inequality of Italian male earnings: permanent changes or transitory fluctuations?," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data C2-2, International Conferences on Panel Data.
  136. Gustavsson, Magnus, 2004. "Trends in the Transitory Variance of Earnings: Evidence from Sweden 1960-1990 and a Comparison with the United States," Working Paper Series, Uppsala University, Department of Economics 2004:11, Uppsala University, Department of Economics.
  137. Richard Blundell & Luigi Pistaferri & Ian Preston, 2008. "Consumption Inequality and Partial Insurance," American Economic Review, American Economic Association, American Economic Association, vol. 98(5), pages 1887-1921, December.
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