Advanced search
Publication Cover
Journal of Business & Economic Statistics Volume 35, 2017 - Issue 1
Submit an article Journal homepage
1,482
Views
26
CrossRef citations to date
0
Altmetric
Original Articles

Unobserved Heterogeneity in Income Dynamics: An Empirical Bayes Perspective

Jiaying GuDepartment of Economics, University of Toronto, Max Gluskin House, 150 St. George St., Toronto, Ontario, M5S 3G7 ([email protected])
&
Roger KoenkerDepartment of Economics, University of Illinois, Urbana, IL61801 ([email protected])
Pages 1-16 | Received 01 Jul 2013, Published online: 04 Jan 2017

Citations (26)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (4)

Yuki Ikeda, Ryumei Nakada, Tatsuya Kubokawa & Muni S. Srivastava. (2023) Linear shrinkage estimation of high-dimensional means. Communications in Statistics - Theory and Methods 52:13, pages 4444-4460.
Read now
Laura Liu. (2023) Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective. Journal of Business & Economic Statistics 41:2, pages 349-363.
Read now
Nikolaos Ignatiadis & Stefan Wager. (2022) Confidence Intervals for Nonparametric Empirical Bayes Analysis. Journal of the American Statistical Association 117:539, pages 1149-1166.
Read now
Amaresh K. Tiwari. (2022) A control function approach to estimate panel data binary response model. Econometric Reviews 41:5, pages 505-538.
Read now

Articles from other publishers (22)

Irene Botosaru. (2023) Time-varying unobserved heterogeneity in earnings shocks. Journal of Econometrics 235:2, pages 1378-1393.
Crossref
Antonio Pacifico. (2022) Obesity and labour market outcomes in Italy: a dynamic panel data evidence with correlated random effects. The European Journal of Health Economics 24:4, pages 557-574.
Crossref
Laura Liu, Hyungsik Roger Moon & Frank Schorfheide. (2023) Forecasting with a panel Tobit model. Quantitative Economics 14:1, pages 117-159.
Crossref
Jiaying Gu & Roger Koenker. (2023) Invidious Comparisons: Ranking and Selection as Compound Decisions. Econometrica 91:1, pages 1-41.
Crossref
Raffaella Giacomini, Sokbae Lee & Silvia Sarpietro. (2023) A Robust Method for Microforecasting and Estimation of Random Effects. SSRN Electronic Journal.
Crossref
Trambak Banerjee & Padma Sharma. (2023) Nonparametric Empirical Bayes Prediction in Mixed Models. SSRN Electronic Journal.
Crossref
Oguzhan Cepni, Riza Demirer, Rangan Gupta & Ahmet Sensoy. (2022) Interest rate uncertainty and the predictability of bank revenues. Journal of Forecasting 41:8, pages 1559-1569.
Crossref
Hoyoung Park, Seungchul Baek & Junyong Park. (2021) High‐dimensional classification based on nonparametric maximum likelihood estimation under unknown and inhomogeneous variances. Statistical Analysis and Data Mining: The ASA Data Science Journal 15:2, pages 193-205.
Crossref
Dean Dulay & Laurence Go. (2021) When Running for Office Runs in the Family: Horizontal Dynasties, Policy, and Development in the Philippines. Comparative Political Studies 55:4, pages 588-627.
Crossref
Eitan Greenshtein & Ya’acov Ritov. (2022) Generalized maximum likelihood estimation of the mean of parameters of mixtures. With applications to sampling and to observational studies. Electronic Journal of Statistics 16:2.
Crossref
Li Tan. (2020) Imputing Top‐Coded Income Data in Longitudinal Surveys*. Oxford Bulletin of Economics and Statistics 83:1, pages 66-87.
Crossref
J. Carter Braxton, Kyle Herkenhoff, Jonathan Rothbaum & Lawrence Schmidt. (2021) Changing Income Risk Across the Us Skill Distribution: Evidence from a Generalized Kalman Filter. SSRN Electronic Journal.
Crossref
Laura Liu, Hyungsik Roger Moon & Frank Schorfheide. (2021) Panel forecasts of country-level Covid-19 infections. Journal of Econometrics 220:1, pages 2-22.
Crossref
Alex van de Minne, Marc Francke, David Geltner & Robert White. (2019) Using Revisions as a Measure of Price Index Quality in Repeat-Sales Models. The Journal of Real Estate Finance and Economics 60:4, pages 514-553.
Crossref
Laura Liu, Hyungsik Roger Moon & Frank Schorfheide. (2020) Forecasting With Dynamic Panel Data Models. Econometrica 88:1, pages 171-201.
Crossref
Li Tan & Cory Koedel. (2019) The Effects of Differential Income Replacement and Mortality on U.S. Social Security Redistribution. Southern Economic Journal 86:2, pages 613-637.
Crossref
Jing Li & James H. Stock. (2019) Cost pass-through to higher ethanol blends at the pump: Evidence from Minnesota gas station data. Journal of Environmental Economics and Management 93, pages 1-19.
Crossref
Long Feng & Lee H. Dicker. (2018) Approximate nonparametric maximum likelihood for mixture models: A convex optimization approach to fitting arbitrary multivariate mixing distributions. Computational Statistics & Data Analysis 122, pages 80-91.
Crossref
Sihai Dave Zhao. (2017) Integrative genetic risk prediction using non-parametric empirical Bayes classification. Biometrics 73:2, pages 582-592.
Crossref
Marco Del Negro, Roberto Casarin & Federico Bassetti. (2022) A Bayesian Approach to Inference on Probabilistic Surveys. SSRN Electronic Journal.
Crossref
Ivan Fernandez-Val, Wayne Gao, Yuan Liao & Francis Vella. (2022) Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes. SSRN Electronic Journal.
Crossref
John Braxton, Kyle Herkenhoff, Jonathan Rothbaum & Lawrence Schmidt. (2021) Changing Income Risk across the US Skill Distribution: Evidence from a Generalized Kalman Filter. SSRN Electronic Journal.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.