The use of time series processes to model the error structure of earnings in a longitudinal data analysis
- 1 January 1982
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 18 (1) , 83-114
- https://doi.org/10.1016/0304-4076(82)90096-3
Abstract
No abstract availableKeywords
This publication has 7 references indexed in Scilit:
- Formulation and estimation of dynamic models using panel dataJournal of Econometrics, 1982
- Components of Variation in Panel Earnings Data: American Scientists 1960-70Econometrica, 1979
- Dynamic Aspects of Earning MobilityEconometrica, 1978
- Estimating the Effect of Training Programs on EarningsThe Review of Economics and Statistics, 1978
- Parameter estimation in multivariate stochastic difference equationsIEEE Transactions on Automatic Control, 1974
- Earnings Profile: Ability and SchoolingJournal of Political Economy, 1972
- Pooling Cross Section and Time Series Data in the Estimation of a Dynamic Model: The Demand for Natural GasEconometrica, 1966