Changing Income Risk across the US Skill Distribution: Evidence from a Generalized Kalman Filter
收藏NBER2021-12-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w29567
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资源简介：
For whom has earnings risk changed, and why? We answer these questions by combining the Kalman filter and EM-algorithm to estimate persistent and temporary earnings for every individual at every point in time. We apply our method to administrative earnings linked with survey data. We show that since
提供机构：
美国国家经济研究局
创建时间：
2021-12-01
