Hu, Yingyao; Moffitt, Robert A.; Sasaki, Yuya - In: Quantitative economics : QE ; journal of the … 10 (2019) 4, pp. 1495-1536
semiparametric model of a higher‐order autoregressive‐moving‐average (ARMA) process. Using panel data of observed earnings, we …. We apply the identification and estimation method to the earnings dynamics of U.S. men using the Panel Survey of Income …