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Asymptotic properties of estimators in age-period-cohort analysis

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  • Fu, Wenjiang J.
  • Hall, Peter

Abstract

We study asymptotics and convergence rates of multiple estimators in a general linear age-period-cohort model with a singular design matrix. The covariates are fixed effects of rows, columns and diagonals in an axp table with one response in each cell.

Suggested Citation

  • Fu, Wenjiang J. & Hall, Peter, 2006. "Asymptotic properties of estimators in age-period-cohort analysis," Statistics & Probability Letters, Elsevier, vol. 76(17), pages 1925-1929, November.
    • Handle: RePEc:eee:stapro:v:76:y:2006:i:17:p:1925-1929
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    Cited by:

    1. Aistov, Andrey, 2018. "Age-earnings profiles of different generations," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 50, pages 23-42.
    2. Qiang Fu & Kenneth C. Land & Vicki L. Lamb, 2016. "Violent Physical Bullying Victimization at School: Has There Been a Recent Increase in Exposure or Intensity? An Age-Period-Cohort Analysis in the United States, 1991 to 2012," Child Indicators Research, Springer;The International Society of Child Indicators (ISCI), vol. 9(2), pages 485-513, June.
    3. Liying Luo, 2013. "Assessing Validity and Application Scope of the Intrinsic Estimator Approach to the Age-Period-Cohort Problem," Demography, Springer;Population Association of America (PAA), vol. 50(6), pages 1945-1967, December.
    4. Zoë Fannon & B. Nielsen, 2018. "Age-period cohort models," Economics Papers 2018-W04, Economics Group, Nuffield College, University of Oxford.
    5. Beatty, Timothy K.M. & Lin, Biing-Hwan & Smith, Travis A., 2013. "The Effects of Age and Birth Cohort on Dietary Quality in the United States," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 151426, Agricultural and Applied Economics Association.

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