Unobserved Heterogeneity in Income Dynamics: An Empirical Bayes Perspective

Keyphrases

• Empirical Bayes 100%
• Unobserved Heterogeneity 100%
• Compound Decision 100%
• Income Dynamics 100%
• Maximum Likelihood Estimator 50%
• Longitudinal Data 50%
• Between-person 50%
• Bivariate 50%
• Formulation Optimization 50%
• Nonparametric 50%
• Dynamic Model 50%
• Bayes Rule 50%
• Simulation Example 50%
• Nonparametric Estimation 50%
• Innovation Process 50%
• Mixture Model 50%
• Convex Optimization 50%
• Future Income 50%
• Parameter Controlling 50%
• Empirical Bayes Method 50%
• Profile Likelihood 50%
• AR(1) 50%
• Nonparametric Bayes 50%
• Negative Dependence 50%
• Income Trajectory 50%
• Mixing Distribution 50%

Mathematics

• Variance 100%
• Empirical Bayes Procedure 100%
• Maximum Likelihood Estimator 33%
• Bivariate 33%
• Gaussian Distribution 33%
• Longitudinal Data 33%
• Dynamic Models 33%
• Nonparametric Estimation 33%
• Controlling Parameter 33%
• Mixture Model 33%
• Bayes' Rule 33%
• Compound Decision Problems 33%

Economics, Econometrics and Finance

• Profit 100%
• Panel Study 100%
• Innovation Process 100%
• Convex Optimization 100%