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

DOI10.1016/J.ECONLET.2011.05.019zbMath1284.62540OpenAlexW2052794403MaRDI QIDQ1942867

Jeffrey M. Wooldridge

Publication date: 14 March 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2011.05.019

zbMATH Keywords

conditional distributionunobserved heterogeneitycorrelated random effectsunconditional distribution

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09)

Cites Work

• Handbook of econometrics. Volume 2
• Analysis of Covariance with Qualitative Data
• On the Pooling of Time Series and Cross Section Data
• Endogeneity in Semiparametric Binary Response Models
• Cross Section and Panel Data Estimators for Nonseparable Models with Endogenous Regressors
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