State dependence, serial correlation and heterogeneity in the union membership dynamics

Sheng-Kai Chang

Applied Economics, 2012, vol. 44, issue 26, 3453-3460

Abstract: In order to distinguish the true and spurious state dependence from the complicated dynamics of union membership, the simulation estimators incorporating the lagged dependent variables, unobserved individual heterogeneity and correlations among the errors are implemented in this article to study union membership dynamics. It is found that the true state dependence of union membership under multivariate t assumption is much higher than the standard dynamic panel probit estimators which are under multivariate normal assumptions. On the other hand, the spurious state dependence (the variance of the unobserved individual heterogeneity) is estimated to be higher when using the standard dynamic panel probit estimators than under multivariate t assumption. Moreover, blacks and married men are found to have higher union membership true state dependence than whites and unmarried men.

Date: 2012
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://hdl.handle.net/10.1080/00036846.2011.577018 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:applec:44:y:2012:i:26:p:3453-3460

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/RAEC20

DOI: 10.1080/00036846.2011.577018

Access Statistics for this article

Applied Economics is currently edited by Anita Phillips

More articles in Applied Economics from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().