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Identification of the covariance structure of earnings using the GMM estimator

Bibliographic Data

ID12836965
AuthorsAedín Doris (0000-0001-7414-8970, National University of Ireland, Maynooth, corresponding author), Dónal O’Neill (0000-0001-5516-2603, International Zinc Association), Olive Sweetman (0009-0003-0068-174X, National University of Ireland, Maynooth)
Year2012
Volume11
Issue3
Pages343-372
Publication date2012-03-03
Open AccessYes
TypeARTICLE
VenueThe Journal of Economic Inequality (JOURNAL)
Journal identifiersISSN: 1569-1721 • E-ISSN: 1573-8701
PublisherSpringer Science+Business Media (PUBLISHER • DE)
DOI10.1007/s10888-012-9216-5
OpenAlexW1978733000
LanguageEN
Citations received3
References cited37

Context (archaeology · Covariance · Earnings · Econometrics · Economics · Estimator · Identification (biology · Monte Carlo method · Persistence (discontinuity · Statistics · Economic Growth and Productivity · Engineering · Fiscal Policy and Economic Growth · Mathematics · Monetary Policy and Economic Impact · Accounting

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  • Robert Moffitt and Peter Gottschalk’s 1995 paper ‘Trends in the covariance structure of earnings in the US

    Open Access•Stephen P Jenkins, Peter J Lambert•The Journal of Economic Inequality•2010

  • Micro- and Macroeconomic Implications of Heterogeneity in the Production of Human Capital

    Solomon William Polachek, Tirthatanmoy Das et al.•Journal of Political Economy•2015

  • Time Series Analysis

    James D Hamilton•Time Series Analysis•1994

  • The use of time series processes to model the error structure of earnings in a longitudinal data analysis

    Open Access•Thomas MaCurdy, Thomas E MaCurdy•Journal of Econometrics•1982

  • GMM with Weak Identification

    Open Access•James H Stock, Jonathan H Wright•Econometrica•2000

  • GMM Estimation with persistent panel data

    Richard Blundell, Stephen Bond•Econometric Reviews•2000

  • Large Sample Properties of Generalized Method of Moments Estimators

    Lars Peter Hansen•Econometrica•1982

  • Small-Sample Properties of Estimators of Nonlinear Models of Covariance Structure

    Todd E Clark•Journal of Business and Economic…•1996

  • A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments

    James H Stock, Jonathan H Wright et al.•Journal of Business and Economic…•2002

  • Finite-Sample Properties of Some Alternative GMM Estimators

    Lars Peter Hansen, John Heaton et al.•Journal of Business and Economic…•1996

  • Small-Sample Bias in GMM Estimation of Covariance Structures

    Joseph G Altonji, Lewis M Segal•Journal of Business and Economic…•1996

  • Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained From Financial Market Data

    George Tauchen•Journal of Business and Economic…•1986

  • Assessing the Equalizing Force of Mobility Using Short Panels

    Stéphane Bonhomme, Jean-Marc Robin et al.•The Review of Economic Studies•2008

  • The Covariance Structure of Earnings in Great Britain, 1991–1999

    Open Access•Xavier Ramos•Economica•2003

  • The Evolution of Individual Male Earnings in Great Britain

    Open Access•Richard Dickens•The Economic Journal•2000

  • Trends in the Transitory Variance of Earnings in the United States

    Open Access•Robert Moffitt, Robert A Moffitt et al.•The Economic Journal•2002

Citations per year0.19
Citation span2010 - 2026 (17)
Highly citedNo

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