A Note on the Correlated Random Coefficient Model

Publikation: Working paper › Forskning

Dokumenter

  • 2006-10

    Forlagets udgivne version, 162 KB, PDF-dokument

  • Christophe Kolodziejczyk
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
OriginalsprogEngelsk
UdgivelsesstedCph.
UdgiverDepartment of Economics, University of Copenhagen
Antal sider9
StatusUdgivet - 2006

Bibliografisk note

JEL Classification: C13, C21

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