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

被引：9
|
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
收藏
页码：12 / 15
页数：4
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