Identifying Reduced-Form Relations with Panel Data
نویسندگان
چکیده
منابع مشابه
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(i) βt(xt → xt|Xi = x) = E[Yit|Xi = x′]− E[Yit|Xi = x], (ii) FYiτ |Xi(.|x) = FYiτ |Xi(.|x) Proof (i) follows by the correlated-random-effects assumption and h(x) = h(x′) βt(xt → xt|Xi = x′) = ∫ (ξt(x ′ t, a, u)− ξt(x, a, u))FAi,Uit|Xi(a, u|x ′) = E[Yit|Xi = xt]− ∫ ξt(xt, a, u))dFAi,Uit|Xi(a, u|h(x)) = E[Yit|Xi = x]− E[Yit|Xi = x]. ∗University of California, Davis, One Shields Ave, Davis CA 9561...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2007
ISSN: 1556-5068
DOI: 10.2139/ssrn.1015229