کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5060128 1371797 2011 4 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A simple method for estimating unconditional heterogeneity distributions in correlated random effects models
موضوعات مرتبط
علوم انسانی و اجتماعی اقتصاد، اقتصادسنجی و امور مالی اقتصاد و اقتصادسنجی
پیش نمایش صفحه اول مقاله
A simple method for estimating unconditional heterogeneity distributions in correlated random effects models
چکیده انگلیسی

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.

► I propose a way to generally estimate an unconditional heterogeneity distribution. ► An identified conditional heterogeneity distribution is required. ► Estimation is straightforward and requires a simple averaging. ► Applications to several correlated random effects panel data models are provided.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Economics Letters - Volume 113, Issue 1, October 2011, Pages 12-15
نویسندگان
,