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Modelling heterogeneity and dynamics in the volatility of individual wages
Hospido, Laura - 2010
calibrated to the data used in the empirical analysis, drawn from the 1968-1993 Panel Study of Income Dynamics. The empirical … the latter is driven by job mobility. The model also explains the non-normality observed in logwage data. -- Panel data …
Persistent link: https://www.econbiz.de/10003936729
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Quantile regression with panel data
Graham, Bryan S.; Hahn, Jinyong; Poirier, Alexandre; … - 2015
We propose a generalization of the linear quantile regression model to accommodate possibilities afforded by panel data …; Section 2.6). We show that panel data allows the econometrician to (i) introduce dependence between the regressors and the … (NLSY79). Consistent with prior work (e.g., Chamberlain, 1982; Vella and Verbeek, 1998), we find that using panel data to …
Persistent link: https://www.econbiz.de/10010494997
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A quantile correlated random coefficients panel data model
Graham, Bryan S.; Hahn, Jinyong; Poirier, Alexandre; … - 2016
We propose a generalization of the linear quantile regression model to accommodate possibilities afforded by panel data …; Section 2.6). We show that panel data allows the econometrician to (i) introduce dependence between the regressors and the … (NLSY79). Consistent with prior work (e.g., Chamberlain, 1982; Vella and Verbeek, 1998), we find that using panel data to …
Persistent link: https://www.econbiz.de/10011524832
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A simple method to estimate large fixed effects models applied to wage determinants and matching
Mittag, Nikolas - 2016
Models with high dimensional sets of fixed effects are frequently used to examine, among others, linked employer-employee data, student outcomes and migration. Estimating these models is computationally difficult, so simplifying assumptions that are likely to cause bias are often invoked to make...
Persistent link: https://www.econbiz.de/10011595866
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An estimation of worker and firm effects with censored data
González de San Román, Ainara; Rebollo-Sanz, Yolanda F. - 2014
In this paper, the authors develop a new estimation method that is suitable for censored models with two high-dimensional fixed effects and that is based on a sequence of least squares regressions, yielding significant savings in computing time and hence making it applicable to frameworks in...
Persistent link: https://www.econbiz.de/10010373786
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Unconditional transformed likelihood estimation of time-space dynamic panel data models : conference paper
Kripfganz, Sebastian - 2014
I derive the unconditional transformed likelihood function and its derivatives for a fixed-effects panel data model …
Persistent link: https://www.econbiz.de/10010490568
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The effect of the Hartz labor market reforms on post-unemployment wages, sorting, and matching
Woodcock, Simon D. - 2020
We use linked longitudinal data on employers and employees to estimate how the 2003-2005 Hartz reforms affected the wages of displaced German workers after they returned to work. We also present a simple new method to decompose the wage effects into components attributable to selection on...
Persistent link: https://www.econbiz.de/10012228177
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How much should we trust estimates of firm effects and worker sorting?
Bonhomme, Stéphane; Holzheu, Kerstin; Lamadon, Thibaut; … - 2021
Many studies use matched employer-employee data to estimate a statistical model of earnings determination where log-earnings are expressed as the sum of worker effects, firm effects, covariates, and idiosyncratic error terms. Estimates based on this model have produced two influential yet...
Persistent link: https://www.econbiz.de/10012795866
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What makes you "super-rich"? : new evidence from an analysis of football players' earnings
Carrieri, Vincenzo; Principe, Francesco; Raitano, Michele - 2017
This article investigates the influence of performance, popularity and power on "superearnings" using a unique panel … dataset of Italian football players built on various sources of data. Using OLS, Panel and Unconditional Quantile regression … Paneldatensatzes von italienischen Fußballspielern, der auf verschiedenen Datenquellen beruht. Anhand von OLS, Panel- und …
Persistent link: https://www.econbiz.de/10011619358
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Public versus private sector wage gap in Egypt : evidence from quantile regression on panel data
Tansel, Aysıt; Keskin, Halil Ibrahim; Ozdemir, Zeynel … - 2018 - This version: October 15, 2018
1998-2012 using Egyptian Labor Market Panel Survey. We estimate the publicprivate sector wage gap with Mincer wage … and unobservable characteristics of the individuals using the panel feature of the data with a fixed effects model. We …
Persistent link: https://www.econbiz.de/10012129773