A simple estimator for the correlated random coefficient model

DOI10.1016/J.ECONLET.2009.11.007zbMATH Open1204.62091OpenAlexW2064217579MaRDI QIDQ969488FDOQ969488

Authors Rembert De Blander

Publication date 7 May 2010

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2009.11.007

zbMATH Keywords

unobserved heterogeneityaverage treatment effectcorrelated random coefficients

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12)

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Cites work

• Further results on instrumental variables estimation of average treatment effects in the correlated random coefficient model
• On two stage least squares estimation of the average treatment effect in a random coefficient model
• Seasonal Adjustment of Economic Time Series and Multiple Regression Analysis

Cited in

(3)

• scientific article; zbMATH DE number 2226216 (Why is no real title available?)
• A new covariance estimator in random coefficient regression model
• Identification and estimation in a linear correlated random coefficients model with censoring

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