standardized individual wages. In particular, a heteroskedastic autoregressive model with multiple individual fixed effects is … proposed. The expression for a modified likelihood function is obtained for estimation and inference in a fixed-T context …. Using a bias-corrected likelihood approach makes it possible to reduce the estimation bias to a term of order 1/Tﾲ. The …

variance of standarized individual wages. In particular, I propose a dynamic panel data model with individual effects both in … modified likelihood function for estimation and inference in a fixed-T context. Using a newly developed bias …-corrected likelihood approach makes it possible to reduce the estimation bias to a term of order 1 over T squared. The small sample …

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 …

The authors use matched employer-employee panel data on Belgian private-sector firms to estimate the relationship … lower wages for women, relatively higher productivity for part-timers). Interactions between gender and part-time suggest …

In this paper, the authors develop a new estimation method that is suitable for censored models with two high … and hence making it applicable to frameworks in which standard estimation techniques become unfeasible. The authors …

This paper analyzes wage decomposition methodology in the context of panel data sample selection embedded in a … correlated random effects setting. Identification issues unique to panel data are examined for their implications for wage … decompositions. As an empirical example, we apply our methodology to German Socio-Economic Panel (GSOEP) data with which we …