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  • Estimating measures of income uncertainty

    Hi everyone,
    I have Italian panel data for 13 years and I have information on taxable income individuals declare at the end of each year. I need to generate some measures of income shocks (either at individual level or aggregate level). Is anyone able to explain me which is the general procedure used with panel data (e.g., arma process, moving average) as well as how can I implement it on STATA?
    Thank you in advance,
    Andrea

  • #2
    You didn't get a quick answer. After posting 30 times, you should know the FAQ on asking questions.

    We are knowledgeable about Stata. Substantive questions like how to measure income shocks or income uncertainty for individual income (they are not the same) need to answered based on the literature in your area. The measure will also depend on the full structure of your model - some measures may not work well in some models. Once you determine the general approach and have tried to program it, we can help you with the programming.

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    • #3
      Phil gives good advice as usual. Why no-one answered is hard to say -- I can give banal reasons why I didn't answer, but there are thousands of others who could have answered. Nevertheless https://www.statalist.org/forums/help#noanswer contains hints that may be relevant.

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