Testing the correlated random coefficient model
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Publication:736669
DOI10.1016/J.JECONOM.2010.01.005zbMATH Open1431.62624OpenAlexW3122056328WikidataQ34259755 ScholiaQ34259755MaRDI QIDQ736669FDOQ736669
Sergio Urzúa, James J. Heckman, Daniel Schmierer
Publication date: 4 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://www.nber.org/papers/w15463.pdf
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Cited In (8)
- Comparing IV with structural models: what simple IV can and cannot identify
- Stress testing correlation matrix: a maximum empirical likelihood approach
- Local average and quantile treatment effects under endogeneity: a review
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- 2022 KLEIN LECTURE PARENTAL EDUCATION AND INVENTION: THE FINNISH ENIGMA
- Testing for separability in structural equations
- Binary response correlated random coefficient panel data models
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