A Note on the Correlated Random Coefficient Model
Publikation: Working paper › Forskning
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A Note on the Correlated Random Coefficient Model. / Kolodziejczyk, Christophe.
Cph. : Department of Economics, University of Copenhagen, 2006.Publikation: Working paper › Forskning
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TY - UNPB
T1 - A Note on the Correlated Random Coefficient Model
AU - Kolodziejczyk, Christophe
N1 - JEL Classification: C13, C21
PY - 2006
Y1 - 2006
N2 - 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
AB - 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
KW - Faculty of Social Sciences
KW - bias
KW - correlated random coefficient model
KW - discrete choice
M3 - Working paper
BT - A Note on the Correlated Random Coefficient Model
PB - Department of Economics, University of Copenhagen
CY - Cph.
ER -
ID: 313019