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Author: Sasaki, Yuya
Resulting in 1 citation.
1. Sasaki, Yuya
Xin, Yi
Unequal Spacing in Dynamic Panel Data: Identification and Estimation
Journal of Econometrics 196,2 (February 2017): 320-330.
Also: http://www.sciencedirect.com/science/article/pii/S0304407616301932
Cohort(s): Older Men
Publisher: Elsevier
Keyword(s): Data Quality/Consistency; Modeling, Fixed Effects; Wage Dynamics

We propose conditions under which parameters of fixed-effect dynamic models are identified with unequally spaced panel data. Under predeterminedness, weak stationarity, and empirically testable rank conditions, AR(1) parameters are identified given the availability of "two pairs of two consecutive time gaps," which generalizes "two pairs of two consecutive time periods." This result extends to models with multiple covariates, higher-order autoregressions, and partial linearity. Applying our method to the NLS Original Cohorts: Older Men, where personal interviews took place in 1966, 67, and 69, we analyze the earnings dynamics in the old time, and compare the results with more recent ones.
Bibliography Citation
Sasaki, Yuya and Yi Xin. "Unequal Spacing in Dynamic Panel Data: Identification and Estimation." Journal of Econometrics 196,2 (February 2017): 320-330.