Search Results - subject:"covariance structure of earnings"

GMMCOVEARN: A Stata Module for GMM Estimation of the Covariance Structure of Earnings

Doris, Aedin; O'Neill, Donal; Sweetman, Olive - Department of Economics, National University of Ireland - 2010

This note describes and illustrates a new Stata program, gmmcovearn, that estimates the covariance structure of … earnings for a variety of models using the GMM estimator. The program estimates models that incorporate time factor loadings …

Persistent link: https://www.econbiz.de/10008511686

Aggregate Earnings Inequality in Europe: Permanent Differences or Transitory Fluctuations?

Doris, Aedin; O'Neill, Donal; Sweetman, Olive - Department of Economics, National University of Ireland - 2010

This paper examines the relationship between aggregate inequality and its underlying components for a number of European countries. We use a well established GMM approach to separate the permanent component from the transitory component of earnings inequality. Our results show that three...

Persistent link: https://www.econbiz.de/10008526370

Earnings Instability and Earnings Inequality in Urban China: 1989â€“2006

Zhao, Zhong - eSocialSciences - 2010

This paper investigates the evolution of earnings inequality in urban China from 1989 to 2006. After decomposing the variance of log of earnings into transitory and permanent two parts, we find that both components are important contributors to the total variance of earnings. We also find that...

Persistent link: https://www.econbiz.de/10008466283

Earnings instability and earnings inequality in urban China: 1989 - 2006

Zhao, Zhong - 2007

Persistent link: https://www.econbiz.de/10010268752

On-the-job search, productivity shocks and the individual earnings process

Postel-Vinay, Fabien; Turon, Hélène - 2006

, such as the covariance structure of earnings, the evolution of individual earnings mean and variance with the duration of …

Persistent link: https://www.econbiz.de/10010267380

On-the-job Search, Productivity Shocks, and the Individual Earnings Process

Postel-Vinay, Fabien; Turon, Hélène - Centre for Market and Public Organisation (CMPO), … - 2006

, such as the covariance structure of earnings, the evolution of individual earnings mean and variance with the duration of … dynamics, such as the covariance structure of earnings, the evolution of individual earnings mean and variance with the …, Individual Shocks, Structural Estimation, Covariance Structure of Earnings. JEL Classification: J41, J31. Acknowledgements …

Persistent link: https://www.econbiz.de/10005077123

On-the-job Search, Productivity Shocks, and the Individual Earnings Process

Postel-Vinay, Fabien; Turon, Hélène - HAL - 2005

, such as the covariance structure of earnings, the evolution of individual earnings mean and variance with the duration of …

Persistent link: https://www.econbiz.de/10010738852

Trends in the Variances of Permanent and Transitory Earnings in the U.S. and Their Relation to Earnings Mobility

Moffitt, Robert A.; Gottschalk, Peter - Department of Economics, Boston College - 1995

We use the Michigan Panel Data Study on Income Dynamics to decompose the well-known rise in cross-sectional variance of individual male earnings in the U.S. into permanent and transitory components. We find that about half of the increase has arisen from an increase in the variance of permanent...

Persistent link: https://www.econbiz.de/10005074048