Testing the correlated random coefficient model

DOI10.1016/J.JECONOM.2010.01.005MaRDI QIDQ736669zbMATH OpenOpenAlexWikidataFDO

Authors James J. Heckman, Daniel Schmierer, Sergio Urzúa

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

zbMATH Keywords

instrumental variablestestingcorrelated random coefficientpower of tests based on IV

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cites work

• scientific article; zbMATH DE number 3965301 (Why is no real title available?)
• A Consistent Conditional Moment Test of Functional Form
• Alternative methods for evaluating the impact of interventions. An overview
• An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
• Asymptotic Theory of Integrated Conditional Moment Tests
• Consistent model specification tests
• Convergence rates and asymptotic normality for series estimators
• Efficient Statistical Inference Procedures for Partially Nonlinear Models and their Applications
• Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing
• Identification and Estimation of Local Average Treatment Effects
• Independence, Monotonicity, and Latent Index Models: An Equivalence Result
• Maximum Likelihood Specification Testing and Conditional Moment Tests
• Stepup procedures for control of generalizations of the familywise error rate
• Structural Equations, Treatment Effects, and Econometric Policy Evaluation1
• The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes
• The effect of schooling and ability on achievement test scores

Cited in

(11)

• 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
• A structural analysis of the correlated random coefficient wage regression model
• scientific article; zbMATH DE number 4135281 (Why is no real title available?)
• Testing the validity of the compulsory schooling law instrument
• TESTING FOR UNOBSERVED HETEROGENEOUS TREATMENT EFFECTS WITH OBSERVATIONAL DATA
• 2022 KLEIN LECTURE PARENTAL EDUCATION AND INVENTION: THE FINNISH ENIGMA
• Testing for separability in structural equations
• Assessing Rothstein's critique of teacher value-added models
• Binary response correlated random coefficient panel data models

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