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A la recherche des moments perdus : covariance models for unbalanced panels with endogenous death
Abowd, John M.; Crépon, Bruno; Kramarz, Francis; … - 1995
Persistent link: https://www.econbiz.de/10000935025
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A la recherche des moments perdus : covariance models for unbalanced panels with endogenous death
Abowd, John M. (contributor) - 1995
Persistent link: https://www.econbiz.de/10000908853
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Analyse factorielle dynamique : test du nombre de facteurs, estimation et application à l'enquête de conjoncture dans l'industrie
Doz, Catherine; Lenglart, Fabrice - In: Annales d'économie et de statistique (1999), pp. 91-127
Persistent link: https://www.econbiz.de/10001565469
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A La Recherche Des Moments Perdus : Covariance Models for Unbalanced Panels with Endogenous Death
Abowd, John M.; Crepon, Bruno; Kramarz, Francis; … - 2021
We develop a model for decomposing the covariance structure of panel data on firms into a part due to permanent heterogeneity, a part due to differential histories with unknown ages, and a part due to the evolution of economic shocks to the firm. Our model allows for the endogenous death of...
Persistent link: https://www.econbiz.de/10013221330
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A La Recherche des Moments Perdus : Covariance Models for Unbalanced Panels with Endogenous Death
Abowd, John M. - 1995
We develop a model for decomposing the covariance structure of panel data on firms into a part due to permanent heterogeneity, a part due to differential histories with unknown ages, and a part due to the evolution of economic shocks to the firm. Our model allows for the endogenous death of...
Persistent link: https://www.econbiz.de/10012473786
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Schätzung von Angaben für fachliche Unternehmensteile im Verarbeitenden Gewerbe sowie im Bergbau und der Gewinnung von Steinen und Erden ab 1995
Opfermann, Rainer - In: Wirtschaft und Statistik : WISTA (1998), pp. 102-110
Persistent link: https://www.econbiz.de/10001235080
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New seasonal adjustment methods : case studies
Mancham, Anil - 1997
Persistent link: https://www.econbiz.de/10000966787
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A state space approach to forecasting the final vintage of revised data with an application to the index of industrial production
Patterson, Kerry D. - 1994
Persistent link: https://www.econbiz.de/10000903013
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A state space approach to forecasting the final vintage of revised data with an application to the index of industrial production
Patterson, Kerry D. - In: Journal of forecasting 14 (1995) 4, pp. 337-350
Persistent link: https://www.econbiz.de/10001185217