A Note on the Correlated Random Coefficient Model

Publikation: Working paper › Forskning

Standard

A Note on the Correlated Random Coefficient Model. / Kolodziejczyk, Christophe.

Cph. : Department of Economics, University of Copenhagen, 2006.

Publikation: Working paper › Forskning

Harvard

Kolodziejczyk, C 2006 'A Note on the Correlated Random Coefficient Model' Department of Economics, University of Copenhagen, Cph.

APA

Kolodziejczyk, C. (2006). A Note on the Correlated Random Coefficient Model. Department of Economics, University of Copenhagen.

Vancouver

Kolodziejczyk C. A Note on the Correlated Random Coefficient Model. Cph.: Department of Economics, University of Copenhagen. 2006.

Author

Kolodziejczyk, Christophe. / A Note on the Correlated Random Coefficient Model. Cph. : Department of Economics, University of Copenhagen, 2006.

Bibtex

@techreport{65884340808b11dbbee902004c4f4f50,
title = "A Note on the Correlated Random Coefficient Model",
abstract = "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",
keywords = "Faculty of Social Sciences, bias, correlated random coefficient model, discrete choice",
author = "Christophe Kolodziejczyk",
note = "JEL Classification: C13, C21",
year = "2006",
language = "English",
publisher = "Department of Economics, University of Copenhagen",
address = "Denmark",
type = "WorkingPaper",
institution = "Department of Economics, University of Copenhagen",

}

RIS

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