Fixed effects instrumental variables estimation in correlated random coefficient panel data models

Journal of Econometrics

Volumn 142, Issue 1, 2008, Pages 539-552

  Murtazashvili, Irina ^a   Wooldridge, Jeffrey M ^b  

^a UNIVERSITY OF PITTSBURGH   (United States)

^b MICHIGAN STATE UNIVERSITY   (United States)

Author keywords

Average treatment effect; Correlated random coefficient model; Fixed effects; Instrumental variables; Population averaged effect

Indexed keywords

COMPUTER SIMULATION; CORRELATION METHODS; MONTE CARLO METHODS; RANDOM PROCESSES; SET THEORY;

AVERAGE TREATMENT EFFECTS; CORRELATED RANDOM COEFFICIENT MODELS; FIXED EFFECTS; INSTRUMENTAL VARIABLES; POPULATION AVERAGED EFFECTS;

DATA STRUCTURES;

EID: 36148952876     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2007.09.001     Document Type: Article

References (13)

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