Small Sample Properties of Bayesian Estimators of Labor Income Processes
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- Taisuke Nakata & Christopher Tonetti, 2015. "Small sample properties of Bayesian estimators of labor income processes," Journal of Applied Economics, Universidad del CEMA, vol. 18, pages 121-148, May.
References listed on IDEAS
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"An Empirical Investigation of Labor Income Processes,"
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More about this item
KeywordsLabor income process; small sample properties; GMM; bayesian estimation; error component models;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- D12 - Microeconomics - - Household Behavior - - - Consumer Economics: Empirical Analysis
- D31 - Microeconomics - - Distribution - - - Personal Income and Wealth Distribution
- D91 - Microeconomics - - Micro-Based Behavioral Economics - - - Role and Effects of Psychological, Emotional, Social, and Cognitive Factors on Decision Making
- E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
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