Instrumental variable estimation of the correlated random coefficient model with panel data

Rembert De Blander

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Instrumental variable estimation of the correlated random coefficient model with panel data

Rembert De Blander

Year: 2006 Vol: 4 (5732)Pages: 424-6

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Abstract

Abstract This paper considers some estimation methods for the Correlated Random Coefficient (CRC) model when panel data are available, which allows for estimation of the average treatment effect by IV as described by Wooldridge (2003), using Hausman and Taylor (1981) style instruments.

Keywords:

Instrumental variable Estimation Econometrics Random effects model Panel data Statistics Mathematics Fixed effects model Economics

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Spatial and Panel Data Analysis

Social Sciences → Economics, Econometrics and Finance → Economics and Econometrics

Advanced Causal Inference Techniques

Physical Sciences → Mathematics → Statistics and Probability

Efficiency Analysis Using DEA

Social Sciences → Decision Sciences → Management Science and Operations Research

Instrumental variable estimation of the correlated random coefficient model with panel data

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