Table 5
The autocovariance structure of shocks to earnings
The table reports the estimates and the corresponding standard errors of the autocovariances of
the unexplained component of real earnings growth, i.e., estimates of E (∆ω^∙t∆a>ijt-τ). Data are
pooled over all years.
|
Order |
All years |
Order |
All years |
|
O |
0.0165 |
1o |
-0.0002 |
|
(0.0003) |
(0.0001) | ||
|
1 |
-0.0065 |
11 |
0.0002 |
|
(0.0002) |
(0.0001) | ||
|
2 |
0.0001 |
12 |
0.0001 |
|
(0.0001) |
(0.0002) | ||
|
3 |
0.0003 |
13 |
-0.0005 |
|
(0.0001) |
(0.0002) | ||
|
4 |
-0.0001 |
14 |
0.0003 |
|
(0.0001) |
(0.0002) | ||
|
5 |
-0.0000 |
15 |
-0.0004 |
|
(0.0001) |
(0.0002) | ||
|
6 |
-0.0000 |
16 |
0.0001 |
|
(0.0001) |
(0.0002) | ||
|
7 |
-0.0000 |
17 |
-0.0002 |
|
(0.0001) |
(0.0003) | ||
|
8 |
-0.0001 |
18 |
0.0004 |
|
(0.0001) |
(0.0005) | ||
|
9 |
0.0001 |
45
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