{"id":"https://openalex.org/W2114544348","doi":"https://doi.org/10.1111/j.1468-0084.2006.00173.x","title":"Disentangling Age, Cohort and Time Effects in the Additive Model*","display_name":"Disentangling Age, Cohort and Time Effects in the Additive Model*","publication_year":2006,"publication_date":"2006-08-01","ids":{"openalex":"https://openalex.org/W2114544348","doi":"https://doi.org/10.1111/j.1468-0084.2006.00173.x","mag":"2114544348"},"language":"en","primary_location":{"id":"doi:10.1111/j.1468-0084.2006.00173.x","doi":"https://doi.org/10.1111/j.1468-0084.2006.00173.x","is_oa":false,"landing_page_url":"https://doi.org/10.1111/j.1468-0084.2006.00173.x","pdf_url":null,"source":{"id":"https://openalex.org/S92565720","display_name":"Oxford Bulletin of Economics and Statistics","issn_l":"0305-9049","issn":["0305-9049","1468-0084"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","dongbi-c","jufo-2","norway-1","poland-100","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320595","host_organization_name":"Wiley","host_organization_lineage":["https://openalex.org/P4310320595"],"host_organization_lineage_names":["Wiley"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Oxford Bulletin of Economics and Statistics","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5101650308","display_name":"David John McKenzie","orcid":"https://orcid.org/0000-0002-1885-2426","observed_orcids":["https://orcid.org/0000-0002-1885-2426","https://orcid.org/0000-0003-0961-9101"]},"institutions":[{"id":"https://openalex.org/I1334329717","display_name":"World Bank","ror":"https://ror.org/00ae7jd04","country_code":"US","type":"other","lineage":["https://openalex.org/I1334329717","https://openalex.org/I55633929"]},{"id":"https://openalex.org/I55633929","display_name":"World Bank Group","ror":"https://ror.org/02md09461","country_code":"US","type":"other","lineage":["https://openalex.org/I55633929"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"David J. McKenzie","raw_affiliation_strings":["Development Research Group, The World Bank, 1818 H Street N.W., Washington, DC 20433, USA (e-mail: dmckenzie@worldbank.org)"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Development Research Group, The World Bank, 1818 H Street N.W., Washington, DC 20433, USA (e-mail: dmckenzie@worldbank.org)","institution_ids":["https://openalex.org/I1334329717","https://openalex.org/I55633929"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5101650308"],"corresponding_institution_ids":["https://openalex.org/I1334329717","https://openalex.org/I55633929"],"apc_list":{"value":3840,"currency":"USD","value_usd":3840},"apc_paid":null,"fwci":6.0493,"has_fulltext":false,"cited_by_count":94,"citation_normalized_percentile":{"value":0.96209085,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":93,"max":99},"biblio":{"volume":"68","issue":"4","first_page":"473","last_page":"495"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.19460000097751617,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.19460000097751617,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T13141","display_name":"Statistical Methods and Applications","score":0.16529999673366547,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11911","display_name":"Spatial and Panel Data Analysis","score":0.11630000174045563,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/age-effects","display_name":"age effects","score":0.9290000200271606},{"id":"https://openalex.org/keywords/cohort-effects","display_name":"cohort effects","score":0.9990000128746033},{"id":"https://openalex.org/keywords/temporal-effects","display_name":"time effects","score":0.984000027179718},{"id":"https://openalex.org/keywords/additive-models","display_name":"additive models","score":0.6230000257492065},{"id":"https://openalex.org/keywords/second-differences","display_name":"second differences","score":0.9240000247955322},{"id":"https://openalex.org/keywords/structural-breaks","display_name":"structural breaks","score":0.9259999990463257},{"id":"https://openalex.org/keywords/wald-test","display_name":"Wald test","score":0.9710000157356262},{"id":"https://openalex.org/keywords/mexican-peso-crisis","display_name":"Mexican peso crisis","score":0.8610000014305115},{"id":"https://openalex.org/keywords/convexity-and-concavity","display_name":"convexity and concavity","score":0.5580000281333923}],"concepts":[{"id":"https://openalex.org/C192091488","wikidata":"https://www.wikidata.org/wiki/Q3048982","display_name":"Cohort effect","level":3,"score":0.6720771789550781},{"id":"https://openalex.org/C72563966","wikidata":"https://www.wikidata.org/wiki/Q1303415","display_name":"Cohort","level":2,"score":0.6473824977874756},{"id":"https://openalex.org/C136886441","wikidata":"https://www.wikidata.org/wiki/Q926129","display_name":"Normalization (sociology)","level":2,"score":0.5994074940681458},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.571563184261322},{"id":"https://openalex.org/C203274628","wikidata":"https://www.wikidata.org/wiki/Q748664","display_name":"Wald test","level":3,"score":0.5553362965583801},{"id":"https://openalex.org/C129844170","wikidata":"https://www.wikidata.org/wiki/Q41299","display_name":"Quadratic equation","level":2,"score":0.5421261787414551},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4775034785270691},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.45362040400505066},{"id":"https://openalex.org/C196083921","wikidata":"https://www.wikidata.org/wiki/Q7915758","display_name":"Variance (accounting)","level":2,"score":0.4318651854991913},{"id":"https://openalex.org/C87007009","wikidata":"https://www.wikidata.org/wiki/Q210832","display_name":"Statistical hypothesis testing","level":2,"score":0.27030956745147705},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.17498144507408142},{"id":"https://openalex.org/C121955636","wikidata":"https://www.wikidata.org/wiki/Q4116214","display_name":"Accounting","level":1,"score":0.0},{"id":"https://openalex.org/C19165224","wikidata":"https://www.wikidata.org/wiki/Q23404","display_name":"Anthropology","level":1,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C144024400","wikidata":"https://www.wikidata.org/wiki/Q21201","display_name":"Sociology","level":0,"score":0.0}],"mesh":[],"locations_count":5,"locations":[{"id":"doi:10.1111/j.1468-0084.2006.00173.x","doi":"https://doi.org/10.1111/j.1468-0084.2006.00173.x","is_oa":false,"landing_page_url":"https://doi.org/10.1111/j.1468-0084.2006.00173.x","pdf_url":null,"source":{"id":"https://openalex.org/S92565720","display_name":"Oxford Bulletin of Economics and Statistics","issn_l":"0305-9049","issn":["0305-9049","1468-0084"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","dongbi-c","jufo-2","norway-1","poland-100","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320595","host_organization_name":"Wiley","host_organization_lineage":["https://openalex.org/P4310320595"],"host_organization_lineage_names":["Wiley"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Oxford Bulletin of Economics and Statistics","raw_type":"journal-article"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.504.5536","doi":null,"is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.504.5536","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://time.dufe.edu.cn/wencong/stanford/swp02009.pdf","raw_type":"text"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.518.5116","doi":null,"is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.518.5116","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://web.williams.edu/Economics/neudc/papers/neudcMck.pdf","raw_type":"text"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.575.4447","doi":null,"is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.575.4447","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://siteresources.worldbank.org/DEC/Resources/obesmckenziefinal.pdf","raw_type":"text"},{"id":"pmh:oai:RePEc:bla:obuest:v:68:y:2006:i:4:p:473-495","doi":null,"is_oa":false,"landing_page_url":"http://www.blackwell-synergy.com/doi/abs/10.1111/j.1468-0084.2006.00173.x","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"sustainable_development_goals_aurora":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":23,"referenced_works":["https://openalex.org/W182629641","https://openalex.org/W1149057914","https://openalex.org/W1585981653","https://openalex.org/W1845460046","https://openalex.org/W1964320197","https://openalex.org/W1966608358","https://openalex.org/W1969868439","https://openalex.org/W1970883168","https://openalex.org/W1978589347","https://openalex.org/W2051786203","https://openalex.org/W2100112545","https://openalex.org/W2114398981","https://openalex.org/W2114544348","https://openalex.org/W2119483337","https://openalex.org/W2161392037","https://openalex.org/W2313078933","https://openalex.org/W2496846218","https://openalex.org/W2891974173","https://openalex.org/W3021928781","https://openalex.org/W3023619695","https://openalex.org/W3123954580","https://openalex.org/W3125080098","https://openalex.org/W4238623615"],"related_works":["https://openalex.org/W3125824272","https://openalex.org/W2906068345","https://openalex.org/W2064734148","https://openalex.org/W3091845096","https://openalex.org/W1979590259","https://openalex.org/W2020452252","https://openalex.org/W1979621916","https://openalex.org/W3139308367","https://openalex.org/W7015378420","https://openalex.org/W3146168677"],"abstract_inverted_index":{"Abstract":[0],"This":[1],"paper":[2],"presents":[3],"a":[4,68,90],"new":[5],"approach":[6],"to":[7,59,82,98],"the":[8,27,39,42,61,93,101,105],"old":[9],"problem":[10],"of":[11,14,26,41,51,92,107],"linear":[12,63],"dependency":[13],"age,":[15],"cohort":[16],"and":[17,45,48,64,97],"time":[18,87],"effects.":[19],"It":[20],"is":[21,57,74,111],"shown":[22],"that":[23],"second":[24],"differences":[25],"effects":[28,88],"can":[29],"be":[30],"estimated":[31],"without":[32],"any":[33],"normalization":[34],"restrictions,":[35],"providing":[36],"information":[37],"on":[38],"shape":[40],"age\u2010,":[43],"cohort\u2010":[44],"time\u2010effect":[46],"profiles,":[47],"enabling":[49],"identification":[50],"structural":[52,84],"breaks.":[53],"A":[54],"Wald":[55],"test":[56,60],"provided":[58],"popular":[62],"quadratic":[65],"specifications":[66],"against":[67],"very":[69],"general":[70],"alternative.":[71],"The":[72],"method":[73],"illustrated":[75],"through":[76],"examples":[77],"which":[78],"show":[79],"its":[80],"ability":[81],"detect":[83],"breaks":[85],"in":[86,104],"as":[89],"result":[91],"Mexican":[94],"peso":[95],"crisis,":[96],"determine":[99],"whether":[100],"age\u2010effect":[102],"profile":[103],"variance":[106],"Taiwanese":[108],"log":[109],"consumption":[110],"concave":[112],"or":[113],"convex.":[114]},"counts_by_year":[{"year":2026,"cited_by_count":3},{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":4},{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":5},{"year":2020,"cited_by_count":3},{"year":2019,"cited_by_count":3},{"year":2018,"cited_by_count":5},{"year":2017,"cited_by_count":10},{"year":2016,"cited_by_count":6},{"year":2015,"cited_by_count":5},{"year":2014,"cited_by_count":6},{"year":2013,"cited_by_count":4},{"year":2012,"cited_by_count":5}],"updated_date":"2026-10-25T09:29:13.331239","created_date":"2016-06-24T00:00:00"}