A simple method for estimating unconditional heterogeneity distributions in correlated random effects models

被引：11

作者：

Wooldridge, Jeffrey M. ^{[1
]}

机构：

[1] Michigan State Univ, Dept Econ, E Lansing, MI 48824 USA

来源：

ECONOMICS LETTERS | 2011年 / 113卷 / 01期

关键词：

Unobserved heterogeneity; Correlated random effects; Unconditional distribution; Conditional distribution; PANEL-DATA MODELS; CROSS-SECTION;

D O I：

10.1016/j.econlet.2011.05.019

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

I propose a general, simple approach to recovering an unconditional heterogeneity distribution when a conditional distribution has been estimated. The approach can be applied to cross section models and panel data models - both static and dynamic - with unobserved heterogeneity. (C) 2011 Elsevier B.V. All rights reserved.

引用

页码：12 / 15

页数：4

共 16 条

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