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Leave-out Estimation of Variance Components

Citations

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Cited by:

  1. William Arbour & David J. Price, 2025. "What Occupations Do," Working Papers tecipa-800, University of Toronto, Department of Economics.
  2. Andres Drenik & Simon Jager & Pascuel Plotkin & Benjamin Schoefer, 2023. "Paying Outsourced Labor: Direct Evidence from Linked Temp Agency-Worker-Client Data," The Review of Economics and Statistics, MIT Press, vol. 105(1), pages 206-216, January.
  3. Dostie, Benoit & Li, Jiang & Card, David & Parent, Daniel, 2023. "Employer policies and the immigrant–native earnings gap," Journal of Econometrics, Elsevier, vol. 233(2), pages 544-567.
  4. Bonhomme, Stéphane & Denis, Angela, 2024. "Estimating heterogeneous effects: Applications to labor economics," Labour Economics, Elsevier, vol. 91(C).
  5. Battisti, Michele & Michaels, Ryan & Park, Choonsung, 2023. "Labor Supply within the Firm," IZA Discussion Papers 16414, IZA Network @ LISER.
  6. Dennis Lim & Wenjie Wang & Yichong Zhang, 2022. "A Conditional Linear Combination Test with Many Weak Instruments," Papers 2207.11137, arXiv.org, revised Apr 2023.
  7. Eric Auerbach, 2019. "Testing for Differences in Stochastic Network Structure," Papers 1903.11117, arXiv.org, revised Nov 2020.
  8. Labanca, Claudio & Pozzoli, Dario, 2022. "Hours Constraints and Wage Differentials across Firms," IZA Discussion Papers 14992, IZA Network @ LISER.
  9. Kaspar Wuthrich & Ying Zhu, 2019. "Omitted variable bias of Lasso-based inference methods: A finite sample analysis," Papers 1903.08704, arXiv.org, revised Sep 2021.
  10. Huitfeldt, Ingrid & Kostøl, Andreas R. & Nimczik, Jan & Weber, Andrea, 2023. "Internal labor markets: A worker flow approach," Journal of Econometrics, Elsevier, vol. 233(2), pages 661-688.
  11. Matsushita, Yukitoshi & Otsu, Taisuke, 2020. "Jackknife empirical likelihood: small bandwidth, sparse network and high-dimension asymptotic," LSE Research Online Documents on Economics 106488, London School of Economics and Political Science, LSE Library.
  12. Di Addario, Sabrina & Kline, Patrick & Saggio, Raffaele & Sølvsten, Mikkel, 2023. "It ain’t where you’re from, it’s where you’re at: Hiring origins, firm heterogeneity, and wages," Journal of Econometrics, Elsevier, vol. 233(2), pages 340-374.
  13. Anatolyev, Stanislav, 2021. "Mallows criterion for heteroskedastic linear regressions with many regressors," Economics Letters, Elsevier, vol. 203(C).
  14. Bassier, Ihsaan, 2022. "Firms and inequality when unemployment is high," LSE Research Online Documents on Economics 117999, London School of Economics and Political Science, LSE Library.
  15. Vanessa Alviarez & Keith Head & Thierry Mayer, 2025. "Global Giants and Local Stars: How Changes in Brand Ownership Affect Competition," American Economic Journal: Microeconomics, American Economic Association, vol. 17(1), pages 389-434, February.
  16. Rasmus Lentz & Suphanit Piyapromdee & Jean-Marc Robin, 2022. "The Anatomy of Sorting - Evidence from Danish Data," Working Papers hal-03869383, HAL.
  17. Ellora Derenoncourt & François Gerard & Lorenzo Lagos & Claire Montialoux, 2025. "What Do (Thousands of) Unions Do? Union-Specific Pay Premia and Inequality," NBER Working Papers 34139, National Bureau of Economic Research, Inc.
  18. Jaime Arellano-Bover & Fernando Saltiel, 2026. "Differences in On-the-Job Learning across Firms," Journal of Labor Economics, University of Chicago Press, vol. 44(1), pages 149-188.
  19. Bertay, Ata Can & Carreño, José & Huizinga, Harry & Uras, Burak & Vellekoop, Nathanael, 2022. "Technological change and the finance wage premium," SAFE Working Paper Series 361, Leibniz Institute for Financial Research SAFE.
  20. Federico Crippa, 2025. "Identification, Estimation, and Inference in Two-Sided Interaction Models," Papers 2510.22884, arXiv.org.
  21. Engbom, Niklas & Moser, Christian & Sauermann, Jan, 2023. "Firm pay dynamics," Journal of Econometrics, Elsevier, vol. 233(2), pages 396-423.
  22. Anatolyev, Stanislav & Sølvsten, Mikkel, 2023. "Testing many restrictions under heteroskedasticity," Journal of Econometrics, Elsevier, vol. 236(1).
  23. Arellano-Bover, Jaime & San, Shmuel, 2023. "The Role of Firms and Job Mobility in the Assimilation of Immigrants: Former Soviet Union Jews in Israel 1990–2019," IZA Discussion Papers 16389, IZA Network @ LISER.
  24. Thibaut Lamadon & Magne Mogstad & Bradley Setzler, 2022. "Imperfect Competition, Compensating Differentials, and Rent Sharing in the US Labor Market," American Economic Review, American Economic Association, vol. 112(1), pages 169-212, January.
  25. Hannah Illing & Johannes Schmieder & Simon Trenkle, 2024. "The Gender Gap in Earnings Losses After Job Displacement," Journal of the European Economic Association, European Economic Association, vol. 22(5), pages 2108-2147.
  26. Huiyu Li & Julien Sauvagnat & Tom Schmitz, 2026. "The Work-from-home Wage Premium," Working Paper Series 2026-02, Federal Reserve Bank of San Francisco.
  27. Bertheau, Antoine & Acabbi, Edoardo & Barcelo, Cristina & Gulyas, Andreas & Lombardi, Stefano & Saggio, Raffaele, 2022. "The Unequal Cost of Job Loss across Countries," IZA Discussion Papers 15033, IZA Network @ LISER.
  28. Manu Navjeevan, 2023. "An Identification and Dimensionality Robust Test for Instrumental Variables Models," Papers 2311.14892, arXiv.org, revised Dec 2024.
  29. Jiang, Liang & Li, Liyao & Miao, Ke & Zhang, Yichong, 2025. "Adjustments with many regressors under covariate-adaptive randomizations," Journal of Econometrics, Elsevier, vol. 249(PB).
  30. St'ephane Bonhomme & Koen Jochmans & Martin Weidner, 2024. "A Neyman-Orthogonalization Approach to the Incidental Parameter Problem," Papers 2412.10304, arXiv.org, revised Feb 2026.
  31. Benjamin Lochner & Bastian Schulz, 2024. "Firm Productivity, Wages, and Sorting," Journal of Labor Economics, University of Chicago Press, vol. 42(1), pages 85-119.
  32. Marta Lachowska & Isaac Sorkin & Stephen A. Woodbury, 2022. "Firms and Unemployment Insurance Take-up," NBER Working Papers 30266, National Bureau of Economic Research, Inc.
  33. Jochmans, K., 2019. "Testing Correlation in Error-Component Models," Cambridge Working Papers in Economics 1993, Faculty of Economics, University of Cambridge.
  34. Roesch, Marcus & Gerritse, Michiel & Karreman, Bas & van Oort, Frank & Loog, Bart, 2025. "Do workers or firms drive the foreign acquisition wage gap?," European Economic Review, Elsevier, vol. 178(C).
  35. Bonacini, Luca & Patriarca, Fabrizio & Santoni, Edoardo, 2025. "Background wage premia, beyond education: Firm sorting and unobserved abilities of graduates," Economics of Education Review, Elsevier, vol. 109(C).
  36. Johannes W. Ligtenberg, 2023. "Inference in clustered IV models with many and weak instruments," Papers 2306.08559, arXiv.org, revised Oct 2025.
  37. Koen Jochmans, 2020. "Testing for correlation in error‐component models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(7), pages 860-878, November.
  38. Stéphane Bonhomme, 2021. "Selection on Welfare Gains: Experimental Evidence from Electricity Plan Choice," Working Papers 2021-15, Becker Friedman Institute for Research In Economics.
  39. Bana, Sarah & Bedard, Kelly & Rossin-Slater, Maya & Stearns, Jenna, 2023. "Unequal use of social insurance benefits: The role of employers," Journal of Econometrics, Elsevier, vol. 233(2), pages 633-660.
  40. Matsushita, Yukitoshi & Otsu, Taisuke, 2024. "A jackknife Lagrange multiplier test with many weak instruments," LSE Research Online Documents on Economics 116392, London School of Economics and Political Science, LSE Library.
  41. Erik Hurst & Patrick J. Kehoe & Elena Pastorino & Thomas Winberry, 2022. "The Distributional Impact of the Minimum Wage in the Short and Long Run," Staff Report 640, Federal Reserve Bank of Minneapolis.
  42. Stéphane Bonhomme & Kerstin Holzheu & Thibaut Lamadon & Elena Manresa & Magne Mogstad & Bradley Setzler, 2023. "How Much Should We Trust Estimates of Firm Effects and Worker Sorting?," Journal of Labor Economics, University of Chicago Press, vol. 41(2), pages 291-322.
  43. repec:spo:wpecon:info:hdl:2441/6q707l4svn8k3bt630nhgdqgdu is not listed on IDEAS
  44. Morchio, Iacopo & Moser, Christian, 2018. "The Gender Pay Gap: Micro Sources and Macro Consequences," MPRA Paper 99276, University Library of Munich, Germany, revised 24 Mar 2020.
  45. Cruz, Gabriel & Rau, Tomás, 2022. "The effects of equal pay laws on firm pay premiums: Evidence from Chile," Labour Economics, Elsevier, vol. 75(C).
  46. Vanessa I. Alviarez & Javier Cravino & Natalia Ramondo, 2020. "Firm-Embedded Productivity and Cross-Country Income Differences," NBER Working Papers 27915, National Bureau of Economic Research, Inc.
  47. Anna Mikusheva & Mikkel S{o}lvsten, 2023. "Linear Regression with Weak Exogeneity," Papers 2308.08958, arXiv.org, revised Jan 2024.
  48. David Card & Jesse Rothstein & Moises Yi, 2025. "Location, Location, Location," American Economic Journal: Applied Economics, American Economic Association, vol. 17(1), pages 297-336, January.
  49. Lim, Dennis & Wang, Wenjie & Zhang, Yichong, 2024. "A conditional linear combination test with many weak instruments," Journal of Econometrics, Elsevier, vol. 238(2).
  50. Federico Huneeus & Conrad Miller & Christopher Neilson & Seth Zimmerman, 2021. "Firm Sorting, College Major, and the Gender Earnings Gap," Working Papers Central Bank of Chile 917, Central Bank of Chile.
  51. Haus, Martin, 2025. "Breaking Out of Low-Effort Traps: Bureaucratic Leadership by Persuasion," SocArXiv 9zx5w_v1, Center for Open Science.
  52. Ihsaan Bassier, 2022. "Firms and inequality when unemployment is high," CEP Discussion Papers dp1872, Centre for Economic Performance, LSE.
  53. Patrick Kline, 2025. "Branching Fixed Effects: A Proposal for Communicating Uncertainty," Papers 2512.08101, arXiv.org, revised Dec 2025.
  54. Jose Garcia-Louzao & Alessandro Ruggieri, 2023. "Labor Market Competition and Inequality," Bank of Lithuania Working Paper Series 117, Bank of Lithuania.
  55. Jae Song & David J Price & Fatih Guvenen & Nicholas Bloom & Till von Wachter, 2019. "Firming Up Inequality," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 134(1), pages 1-50.
  56. David Card & Jesse Rothstein & Moises Yi, 2024. "Industry Wage Differentials: A Firm-Based Approach," Journal of Labor Economics, University of Chicago Press, vol. 42(S1), pages 11-59.
  57. Leknes, Stefan & Rattsø, Jørn & Stokke, Hildegunn E., 2022. "Assortative labor matching, city size, and the education level of workers," Regional Science and Urban Economics, Elsevier, vol. 96(C).
  58. Boot, Tom, 2023. "Joint inference based on Stein-type averaging estimators in the linear regression model," Journal of Econometrics, Elsevier, vol. 235(2), pages 1542-1563.
  59. Woodcock, Simon D., 2023. "The determinants of displaced workers’ wages: Sorting, matching, selection, and the Hartz reforms," Journal of Econometrics, Elsevier, vol. 233(2), pages 568-595.
  60. Lukas Delgado-Prieto & Andrea Otero-Cortés & Andrés Calderón, 2024. "The Impact of Hard Discount Stores on Local Labor Markets: Evidence from Colombia," Documentos de trabajo sobre Economía Regional y Urbana 326, Banco de la Republica de Colombia.
  61. Anna Mikusheva & Liyang Sun, 2023. "Weak Identification with Many Instruments," Papers 2308.09535, arXiv.org, revised Jan 2024.
  62. Sølvsten, Mikkel, 2020. "Robust estimation with many instruments," Journal of Econometrics, Elsevier, vol. 214(2), pages 495-512.
  63. Bassier, Ihsaan & Gautham, Leila, 2025. "The firm-pay gender gap and formal sector churn over the life cycle," Journal of Development Economics, Elsevier, vol. 176(C).
  64. Bassier, Ihsaan, 2023. "Firms and inequality when unemployment is high," Journal of Development Economics, Elsevier, vol. 161(C).
  65. Gerard, François & Lagos, Lorenzo & Severnini, Edson & Card, David, 2018. "Assortative Matching or Exclusionary Hiring? The Impact of Firm Policies on Racial Wage Differences in Brazil," CEPR Discussion Papers 13273, C.E.P.R. Discussion Papers.
  66. Aslan Bakirov & Francesco Del Prato & Paolo Zacchia, 2026. "TWICE: Tree-based Wage Inference with Clustering and Estimation," Papers 2601.00776, arXiv.org.
  67. Eliason, Marcus & Hensvik, Lena & Kramarz, Francis & Skans, Oskar Nordström, 2023. "Social connections and the sorting of workers to firms," Journal of Econometrics, Elsevier, vol. 233(2), pages 468-506.
  68. Stephane Bonhomme, 2021. "Teams: Heterogeneity, Sorting, and Complementarity," Papers 2102.01802, arXiv.org.
  69. Jochmans, Koen, 2025. "Identification in Models for Matched Panel Data with Two-Sided Random Effects," TSE Working Papers 25-1649, Toulouse School of Economics (TSE), revised Mar 2026.
  70. Michele Battisti & Ryan Michaels & Choonsung Park, 2024. "Labor Supply within the Firm," Journal of Labor Economics, University of Chicago Press, vol. 42(2), pages 511-548.
  71. Soonwoo Kwon & Liyang Sun, 2025. "Estimating Treatment Effects Under Bounded Heterogeneity," Papers 2510.05454, arXiv.org, revised Apr 2026.
  72. Koen Jochmans & Martin Weidner, 2019. "Fixed‐Effect Regressions on Network Data," Econometrica, Econometric Society, vol. 87(5), pages 1543-1560, September.
  73. Rebecca Jack & Daniel Tannenbaum & Brenden Timpe, 2025. "The Parenthood Gap: Firms and Earnings Inequality After Kids," Opportunity and Inclusive Growth Institute Working Papers 110, Federal Reserve Bank of Minneapolis.
  74. Ng Cheuk Fai, 2022. "Robust Inference in High Dimensional Linear Model with Cluster Dependence," Papers 2212.05554, arXiv.org.
  75. Yukitoshi Matsushita & Taisuke Otsu, 2019. "Jackknife, small bandwidth and high-dimensional asymptotics," STICERD - Econometrics Paper Series 605, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  76. Walters, Christopher, 2024. "Empirical Bayes methods in labor economics," Handbook of Labor Economics,, Elsevier.
  77. Anna Mikusheva & Liyang Sun, 2022. "Inference with Many Weak Instruments," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 89(5), pages 2663-2686.
  78. repec:spo:wpmain:info:hdl:2441/6q707l4svn8k3bt630nhgdqgdu is not listed on IDEAS
  79. Sabrina Di Addario & Patrick Kline & Raffaele Saggio & Mikkel Soelvsten, 2022. "It ain't where you're from it's where you're at: firm effects, state dependence, and the gender wage gap," Temi di discussione (Economic working papers) 1374, Bank of Italy, Economic Research and International Relations Area.
  80. Kline, Patrick, 2024. "Firm wage effects," Handbook of Labor Economics,, Elsevier.
  81. Victoria Gregory, 2020. "Firms as Learning Environments: Implications for Earnings Dynamics and Job Search," Working Papers 2020-036, Federal Reserve Bank of St. Louis, revised Sep 2023.
  82. Michal Koles'ar & Pengjin Min & Wenjie Wang & Yichong Zhang, 2026. "Cluster-Robust Inference for Quadratic Forms," Papers 2602.13537, arXiv.org, revised Feb 2026.
  83. Bassier, Ihsaan, 2022. "Firms and inequality when unemployment is high," LSE Research Online Documents on Economics 121970, London School of Economics and Political Science, LSE Library.
  84. Lachowska, Marta & Mas, Alexandre & Saggio, Raffaele & Woodbury, Stephen A., 2023. "Do firm effects drift? Evidence from Washington administrative data," Journal of Econometrics, Elsevier, vol. 233(2), pages 375-395.
  85. Patrick Kline & Raffaele Saggio & Mikkel Sølvsten, 2020. "Leave‐Out Estimation of Variance Components," Econometrica, Econometric Society, vol. 88(5), pages 1859-1898, September.
  86. Marcus Rösch & Michiel Gerritse & Bas Karreman & Frank van Oort & Bart Loog, 2022. "Do firms or workers drive the foreign acquisition wage premium?," Tinbergen Institute Discussion Papers 22-014/V, Tinbergen Institute.
  87. Jason Sockin, 2022. "Show Me the Amenity: Are Higher-Paying Firms Better All Around?," CESifo Working Paper Series 9842, CESifo.
  88. Altavilla, Carlo & Boucinha, Miguel & Bouscasse, Paul, 2022. "Supply or Demand: What Drives Fluctuations in the Bank Loan Market?," Working Paper Series 2646, European Central Bank.
  89. Shira Buzaglo-Baris, 2023. "Firm Effect and the Israeli Gender Wage Gap," Bank of Israel Working Papers 2023.17, Bank of Israel.
  90. Boza István & Ilyés Virág, 2020. "Decomposition of co-worker wage gains," IZA Journal of Labor Economics, Sciendo & Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 9(1), pages 1-31, March.
  91. Olivier Godechot & Marco G Palladino & Damien Babet, 2023. "In the Land of AKM: Explaining the Dynamics of Wage Inequality in France," Working Papers hal-04319406, HAL.
  92. Philipp Barteska & Jay Euijung Lee, 2025. "Personnel is policy (implementation): Bureaucrats and the Korean export miracle," CEP Discussion Papers dp2099, Centre for Economic Performance, LSE.
  93. Fanfani, Bernardo, 2022. "Tastes for discrimination in monopsonistic labour markets," Labour Economics, Elsevier, vol. 75(C).
  94. Valentin Verdier, 2020. "Estimation and Inference for Linear Models with Two-Way Fixed Effects and Sparsely Matched Data," The Review of Economics and Statistics, MIT Press, vol. 102(1), pages 1-16, March.
  95. Tian Xie, 2025. "Automatic Inference for Value-Added Regressions," Papers 2503.19178, arXiv.org, revised Dec 2025.
  96. Pionati, Alessandro, 2025. "Latent grouped structures in panel data: a review," MPRA Paper 123954, University Library of Munich, Germany.
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