Identifying Distributional Characteristics in Random Coefficients Panel Data Models

We study the identification of panel models with linear individual-specific coefficients when T is fixed. We show identification of the variance of the effects under conditional uncorrelatedness. Identification requires restricted dependence of errors, reflecting a trade-off between heterogeneity an...

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Bibliographic details
Volume: 79
Main Author: MANUEL ARELLANO
STÉPHANE BONHOMME
Format: Journal Article
Language: English
Place of publication: OXFORD Review of Economic Studies Ltd., Oxford University Press 01.07.2012
OXFORD UNIV PRESS
published in: The Review of economic studies Vol. 79; no. 3; pp. 987 - 1020
Data of publication: 20120701
ISSN: 0034-6527
1467-937X
EISSN: 1467-937X
Discipline: Economics
Subjects:
C23
Online Access: Fulltext
Database: Social Sciences Citation Index
Web of Science - Social Sciences Citation Index - 2012
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