no code implementations • 3 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.
no code implementations • 15 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.