Nonparametric heteroskedasticity in persistent panel processes : an application to earnings dynamics
Irene Botosaru, Yuya Sasaki
| Year of publication: |
April 2018
|
|---|---|
| Authors: | Botosaru, Irene ; Sasaki, Yuya |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 203.2018, 2, p. 283-296
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| Subject: | Conditional heteroskedasticity | Nonparametric identification | Earnings risk | Nichtparametrisches Verfahren | Nonparametric statistics | Heteroskedastizität | Heteroscedasticity | Einkommen | Income | Schätzung | Estimation | Lohn | Wages | Panel | Panel study | Theorie | Theory | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2017.11.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011974674