A simple estimator for the correlated random coefficient model

De Blander, Rembert
(2010) Economics Letters — Vol. 106, n° 3, p. 158-161 (2010)

Files

pdfdocument.pdf
  • Restricted Access
  • Adobe PDF
  • 137.33 KB
Request a copy

Details

Authors
  • De Blander, RembertUCLouvain
    Author
Abstract
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. (c) 2009 Elsevier B.V. All rights reserved.
Affiliations

Citations

  • APA
  • Chicago
  • FWB

De Blander, R. (2010). A simple estimator for the correlated random coefficient model. Economics Letters, 106(3), 158-161. https://doi.org/10.1016/j.econlet.2009.11.007 (Original work published 2010)