A Note on the Correlated Random Coefficient Model
Publikation: Working paper › Forskning
Dokumenter
- 2006-10
Forlagets udgivne version, 162 KB, PDF-dokument
In this note we derive the bias of the OLS estimator for a correlated random coefficient model with one random coefficient, but which is correlated with a binary variable. We provide set-identification to the parameters of interest of the model. We also show how to reduce the bias of the estimator
Originalsprog | Engelsk |
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Udgivelsessted | Cph. |
Udgiver | Department of Economics, University of Copenhagen |
Antal sider | 9 |
Status | Udgivet - 2006 |
Bibliografisk note
JEL Classification: C13, C21
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