Search Results for author: Silvia Sarpietro

Found 2 papers, 0 papers with code

A Robust Method for Microforecasting and Estimation of Random Effects

no code implementations3 Aug 2023 Raffaella Giacomini, Sokbae Lee, Silvia Sarpietro

We propose a method for forecasting individual outcomes and estimating random effects in linear panel data models and value-added models when the panel has a short time dimension.

Time Series

Non-Existent Moments of Earnings Growth

no code implementations15 Mar 2022 Silvia Sarpietro, Yuya Sasaki, Yulong Wang

Our empirical analysis reveals that population kurtosis, skewness, and variance often do not exist for the conditional distribution of earnings growth.

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