| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5060128 | Economics Letters | 2011 | 4 Pages |
Abstract
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.
⺠I propose a way to generally estimate an unconditional heterogeneity distribution. ⺠An identified conditional heterogeneity distribution is required. ⺠Estimation is straightforward and requires a simple averaging. ⺠Applications to several correlated random effects panel data models are provided.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Jeffrey M. Wooldridge,