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

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.

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Year of publication:	2011
Authors:	Wooldridge, Jeffrey M.
Published in:	Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 113.2011, 1, p. 12-15
Publisher:	Elsevier
Keywords:	Unobserved heterogeneity Correlated random effects Unconditional distribution Conditional distribution

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009275176