The importance of sample attrition in life cycle labor supply estimation

Journal of Human Resources

Volumn 33, Issue 2, 1998, Pages 527-530

  Ziliak, James P ^a   Kniesner, Thomas J ^b  

^a UNIVERSITY OF OREGON   (United States)

^b INDIANA UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33749230322     PISSN: 0022166X     EISSN: None     Source Type: Journal    
DOI: 10.2307/146439     Document Type: Article

References (39)

1. Allison, Paul D. 1984. "Event History Analysis: Regression for Longitudinal Event Data." Sage University Paper Series Number 46, Thousand Oaks, Calif.: Sage Publications, Inc.
2. Altonji, Joseph G. 1986. "Intertemporal Substitution in Labor Supply: Evidence from Micro Data." Journal of Political Economy 94(3):S176-S215.
3. Altonji, Joseph G., and Lewis M. Segal. 1996. "Small-Sample Bias in GMM Estimation of Covariance Structures." Journal of Business and Economic Statistics 14(3):353-66.
4. Becketti, Scan, William Gould, Lee Lillard, and Finis Welch. 1988. "The Panel Study of Income Dynamics after Fourteen Years: An Evaluation." Journal of Labor Economics 6(4):472-92.
5. Blomquist, N. Soren. 1985. "Labor Supply in a Two-Period Model: The Effect of a Nonlinear Progressive Income Tax." Review of Economic Studies 52(3):515-24.
6. Conway, Karen Smith, and Thomas J. Kniesner. 1994. "Estimating Labor Supply with Panel Data." Economics Letters 44(l-2):27-33.
7. Davidson, Russell, and James MacKinnon. 1993. Estimation and Inference in Econometrics. Oxford, U.K.: Oxford University Press.
8. Eichenbaum, Martin S., Lars Peter Hansen, and Kenneth J. Singleton. 1988. "A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice Under Uncertainty." Quarterly Journal of Economics 103(l):51-78.
9. Engen, Eric M., William Gale, and John K. Scholz. 1994. "Do Saving Incentives Work?" Brookings Papers on Economic Activity 1:85-151.
10. Griliches Zvi, and Jerry Hausman. 1986. "Errors in Variables in Panel Data." Journal of Econometrics 31(1):93-118.
11. Hausman, Jerry. 1981. "Labor Supply." In How Taxes Affect Economic Behavior, ed.Henry Aaron and Joseph Pechman, 27-72. Washington, DC: The Brookings Institution.
12. Hausman, Jerry, and David Wise. 1979. "Attrition Bias in Experimental and Panel Data: The Gary Income Maintenance Experiment." Econometrica 47(2):455-73.
13. Heckman, James J. 1979. "Sample Selection Bias as a Specification Error." Econometrica 47(1):153-61.
14. Hill, Martha S. 1992. The Panel Study of Income Dynamics: A User's Guide. Newbury Park, Calif.: Sage Publications.
15. Hoem, Jan M. 1989. "The Issue of Weights in Panel Surveys of Individuals' Behavior." In Panel Suneys, ed. D. Kasprzyk, G.J. Duncan, G. Kalton, and M.P. Singh, 539-65. New York: John Wiley and Sons.
16. Hsiao, Cheng. 1986. Analysis of Panel Data. New York: Cambridge University Press.
17. Hubbard, R. Glenn, Jonathan Skinner, and Stephen Zeldes. 1995. "Precautionary Saving and Social Insurance." Journal of Political Economy 103(2):360-99.
18. Johnson, William R., and Jonathan Skinner. 1986. "Labor Supply and Marital Separation." American Economic Review 76(3):455-69.
19. Keane, Michael and David Runkle. 1992. "On the Estimation of Panel-Data Models with Serial Correlation When the Instruments Are Not Strictly Exogenous." Journal of Business and Economic Statistics 10(l):l-9.
20. Kniesner, Thomas J., and Qi Li. 1996. "Semiparametric Panel Data Models with Heterogeneous Dynamic Adjustment: Theoretical Considerations and an Application to Labor Supply." Working Paper, Department of Economics, Indiana University, Bloomington.
21. Lillard, Lee A. 1989. "Sample Dynamics: Some Behavioral Issues." In Panel Surveys, ed. D. Kasprzyk, G.J. Duncan, G. Kalton, and M.P. Singh, 497-511. New York: John Wiley and Sons.
22. Lillard, Lee A, and Constantijn W.A. Panis. 1994. "Panel Attrition from the PSID: Household Income, Marital Status, and Mortality." Working Paper, Santa Monica, Calif.: The Rand Corporation.
23. Lo, Andrew, and Whitney Newey. 1985. "A Large Sample Chow Test for the Linear Simultaneous Equation." Economics Letters 18(2):351-53.
24. MaCurdy, Thomas E. 1983. "A Simple Scheme for Estimating An Intertemporal Model of Labor Supply and Consumption in the Presence of Taxes and Uncertainty." International Economic Review 24(2):265-89.
25. MaCurdy, Thomas E., David Green, and Harry Paarsch. 1990. "Assessing Empirical Approaches for Analyzing Taxes and Labor Supply." Journal of Human Resources 25(3): 415-90.
26. Maeshiro, Asatoshi, and Shapoor Vali. 1988. "Pitfalls in the Estimation of a Differenced Model." Journal of Business and Economic Statistics 6(4):511-15.
27. Manski, Charles. 1989. "Anatomy of the Selection Problem." Journal of Human Resources 24(3):343-60.
28. 1993. "The Selection Problem in Econometrics and Statistics." In Handbook of Statistics 11: Econometrics, ed. G.S. Maddala and C.R. Rao, 73-84. Amsterdam: NorthHolland.
29. Newey, Whitney K., and Kenneth D. West. 1987a. "Hypothesis Testing with Efficient Method of Moments Estimation." International Economic Review 28(3):777-87.
30. 1987b. "A Simple, Positive Semi-Definite Heteroskedasticity and Autocorrelation Consistent Covariance Matrix." Econometrica 55(3):703-08.
31. Robins, Philip K., and Richard W. West. 1986. "Sample Attrition and Labor Supply Response in Experimental Panel Data." Journal of Business and Economic Statistics 4(3): 329-38.
32. Rodgers, Willard L., Charles Brown, and Greg J. Duncan. 1993. "Errors in Survey Reports of Earnings, Hours Worked, and Hourly Wages." Journal of the American Statistical Association 88(424):1208-18.
33. . Runkle, David E. 1991. "Liquidity Constraints and the Permanent Income Hypothesis: Evidence from Panel Data." Journal of Monetary Economics 27(l):73-98.
34. Verbeek, Mamo, and Theo Nijman. 1992. "Testing for Selectivity Bias in Panel Data Models." International Economic Review 33(3):681-703.
35. 1996. "Incomplete Panels and Selection Bias." In The Econometrics of Panel Data, ed. Laszlo Matyas and Patrick Sevestre, 449-90. Dordrecht, The Netherlands: Kluwer Academic Publishers.
36. Zabel, Jeffrey E. 1994. "An Analysis of Attrition in the PSID and SIPP with an Application to a Model of Labor Market Behavior." Presented at the BLS Conference on the Consequences of Attrition in Longitudinal Data, Washington, D.C., February.
37. Ziliak, James P. 1994. "Does the Choice of Consumption Matter? An Application to the Permanent Income Hypothesis." Working Paper, Eugene: University of Oregon, Department of Economics.
38. 1997. "Efficient Estimation with Panel Data When Instruments are Predetermined: An Empirical Comparison of Moment-Condition Estimators." Journal of Business and Economie Statistics. Forthcoming.
39. Ziliak, James P., and Thomas J. Kniesner. 1996. "Estimating Life-Cycle Labor Supply Tax Effects." Working Paper, Bloomington: Indiana University, Department of Economics.