Meyer, Sarah: Econometric analysis of individual income dynamics. 2015
Inhalt
- Introduction
- Eliciting earnings risk from labor and capital income
- Introduction
- Stochastic dynamic programming framework
- Estimation by indirect inference
- Simulation studies
- Conclusion
- Whoever has will be given more: Are earnings subject to a self-reinforcing mechanism?
- Introduction
- Literature on panel unit root tests
- Modeling earnings
- The right-tailed panel unit root test
- Empirical applications
- Conclusion
- Is there a systematic fanning out of income profiles?
- Introduction
- Overview - HIP vs. RIP model
- The model
- Estimation of simulated data sets
- The data
- Empirical findings
- Conclusion
- Summary
- References
- Lag order determination for the ADF test