A La Recherche des Moments Perdus: Covariance Models for Unbalanced Panels with Endogenous Death
收藏NBER1995-05-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/t0180
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资源简介：
We develop a model for decomposing the covariance structure of panel data on firms into a part due to permanent heterogeneity, a part due to differential histories with unknown ages, and a part due to the evolution of economic shocks to the firm. Our model allows for the endogenous death of firms
提供机构：
美国国家经济研究局
创建时间：
1995-05-01
