A simple method for estimating unconditional heterogeneity distributions in correlated random effects models

Jeffrey Wooldridge

Economics Letters, 2011, vol. 113, issue 1, 12-15

Abstract: I propose a general, simple approach to recovering an unconditional heterogeneity distribution when a conditional distribution has been estimated. The approach can be applied to cross section models and panel data models-both static and dynamic-with unobserved heterogeneity.

Keywords: Unobserved; heterogeneity; Correlated; random; effects; Unconditional; distribution; Conditional; distribution (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (9)

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