English, Article, Journal or magazine article edition: Distangling Age, Cohort and Time Effects in the Additive Model David McKenzie

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Bookmark: http://trove.nla.gov.au/version/142842
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Distangling Age, Cohort and Time Effects in the Additive Model
Author
  • David McKenzie
Physical Description
  • preprint
Notes
  • July 2002 This paper presents a new approach to the old problem of linear dependency of age, cohort and time effects. It is shown that second differences of the effects can be estimated without any normalization restrictions, providing information on the shape of the age, cohort and time effect profiles, and enabling identification of structural breaks. A Wald test is provided to test the popular linear and quadratic specifications against a very general alternative. First differenced and level effects can then be consistently estimated with a small number of additional normalizing assumptions. Moreover, it is demonstrated that coefficients on additional exogenous regressors can be consistently estimated in this framework without the need for normalizing assumptions. Working Papers Index
  • RePEc:wop:stanec:02009
Language
  • English
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