| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w16421 |
| 来源ID | Working Paper 16421 |
| Tests of Hypotheses Arising in the Correlated Random Coefficient Model | |
| James J. Heckman; Daniel A. Schmierer | |
| 发表日期 | 2010-09-30 |
| 出版年 | 2010 |
| 语种 | 英语 |
| 摘要 | This paper examines the correlated random coefficient model. It extends the analysis of Swamy (1971, 1974), who pioneered the uncorrelated random coefficient model in economics. We develop the properties of the correlated random coefficient model and derive a new representation of the variance of the instrumental variable estimator for that model. We develop tests of the validity of the correlated random coefficient model against the null hypothesis of the uncorrelated random coefficient model. |
| 主题 | Econometrics ; Estimation Methods |
| URL | https://www.nber.org/papers/w16421 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/574096 |
| 推荐引用方式 GB/T 7714 | James J. Heckman,Daniel A. Schmierer. Tests of Hypotheses Arising in the Correlated Random Coefficient Model. 2010. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| w16421.pdf（794KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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