EconPapers    
Economics at your fingertips  
 

GMMCOVEARN: Stata module to compute GMM estimates of the Covariance Structure of Earnings

Aedín Doris (), Donal O'Neill () and Olive Sweetman

Statistical Software Components from Boston College Department of Economics

Abstract: This command estimates the covariance structure of earnings for a variety of models using the GMM estimator. The program estimates models that incorporate time factor loadings and cohort factor loadings on both the transitory and permanent component, allows the transitory component to follow either an AR(1) or an ARMA(1,1) process and allows for a random growth and/or random walk process on the permanent component.

Language: Stata
Requires: Stata version 10.0
Keywords: GMM; earnings; covariance structure (search for similar items in EconPapers)
Date: 2010-06-30, Revised 2010-09-04
Note: This module should be installed from within Stata by typing "ssc install gmmcovearn". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
References: Add references at CitEc
Citations: Track citations by RSS feed

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/g/gmmcovearn.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/n/nlgmmcovearn.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/g/gmmcovearn.sthlp help file (text/plain)

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:boc:bocode:s457161

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().

 
Page updated 2020-04-05
Handle: RePEc:boc:bocode:s457161