NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH
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Leave-out Estimation of Variance Components

Patrick Kline, Raffaele Saggio, Mikkel Sølvsten

NBER Working Paper No. 26244
Issued in September 2019

---- Acknowledgments ----

We thank Isaiah Andrews, Bruce Hansen, Whitney Newey, Anna Mikusheva, Jack Porter, Andres Santos, Azeem Shaikh and seminar participants at UC Berkeley, CEMFI, Chicago, Harvard, UCLA, MIT, Northwestern, NYU, Princeton, Queens, UC San Diego, Wisconsin, the NBER Labor Studies meetings, and the CEME Interactions workshop for helpful comments. The data used in this study was generously provided by the Fondazione Rodolfo De Benedetti and originally developed by the Economics Department of the Università Ca Foscari Venezia under the supervision of Giuseppe Tattara. We thank the Berkeley Institute for Research on Labor and Employment for funding support and Schmidt Futures, which provided financial assistance for this project through the Labor Science Initiative at the Berkeley Opportunity Lab. The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.

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