A Simple Estimator for the Correlated Random Coefficient Model

This note presents an estimator for the linear correlated random coefficient model which is an extension of Garen's (1984) selectivity bias method. The choice between the proposed estimator and IV estimation reflects a trade-off between efficiency and first-stage reduced form robustness

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Year of publication:	2012
Authors:	De Blander, Rembert
Publisher:	[2012]: [S.l.] : SSRN
Subject:	Korrelation \| Correlation \| Schätztheorie \| Estimation theory \| IV-Schätzung \| Instrumental variables
Description of contents:	Abstract [papers.ssrn.com]

Extent:	1 Online-Ressource
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Economics Letters, Vol. 106, No. 3, 2010 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 1, 2012 erstellt Volltext nicht verfügbar
Classification:	C21 - Cross-Sectional Models; Spatial Models
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013098520