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dc.contributor.authorLachowska, Marta
dc.contributor.authorMas, Alexandre
dc.contributor.authorSaggio, Raffaele
dc.contributor.authorWoodbury, Stephen A.
dc.date.accessioned2020-02-24T02:07:20Z
dc.date.available2020-02-24T02:07:20Z
dc.date.issued2019-10-13
dc.identifier.urihttps://hdl.handle.net/1813/69638
dc.description.abstractFirm effects in the AKM model are typically assumed to be constant over time. But what if they aren't constant? We look at a Time-Varying AKM model to show that firm effects are highly persistent and that variance components vary with the business cycle.en_US
dc.description.sponsorshipThe conference was made possible with generous support of the Alfred P. Sloan Foundation, the Office of the Dean, ILR School, Cornell University, the Pierce Memorial Fund, ILR School, Cornell University, the Class of 1950 Professor of Economics Chair, University of California at Berkeley, and the Labor Dynamics Institute, ILR School, Cornell Universityen_US
dc.language.isoen_USen_US
dc.publisherPresented at the Models of Linked Employer-Employee Data Conference 2019en_US
dc.rightsAttribution-NonCommercial-ShareAlike 4.0 International*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-sa/4.0/*
dc.subjectfirm effectsen_US
dc.subjecttime-varying high-dimensional effectsen_US
dc.subjectAKM modelen_US
dc.subjectvariance componentsen_US
dc.titleDo firm effects drift?en_US
dc.title.alternativeEvidence from Washington Administrative Dataen_US
dc.typepresentationen_US
schema.accessibilityHazardnoneen_US


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