Fixed effects instrumental variables estimation in correlated random coefficient panel data models
By Irina Murtazashvili, Jeffrey M. Wooldridge. 2008
83 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/6e89e03080f7964e14d8866d1a8e101c8f0b790e
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In Economics and Econometrics
- Cheng Hsiao
- S. Bonhomme
- M. Arellano
- M. Pesaran
- Enrique Moral-Benito
- Martin P. Weidner
- Kazuhiko Hayakawa
- Muhammad Shahbaz
Citations in the corpus
- The Rise of the Sharing Economy: Estimating the Impact of Airbnb on the Hotel Industry (2017, unknown): “This model, known as the correlated random trends, or random growths model (Wooldridge, 2005; Murtazashvili and Wooldridge, 2008; Wooldridge, 2009), allows for correlation between the hotel-specific trend component and time-varying observables.”
- Random Coefficient Models (2008, methodology): “3 For estimation of correlated random coeffcient model using the instrumental variables approach, see Murtazashvili and Wooldridge (2007) .”
- Identifying distributional characteristics in random coefficients panel data models (2009, background): “together with a specification of the conditional variance of vi given Wi and γi: E (vi ⊗ vi|Wi,γi) = ψi (φ) , (34)”