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

C-Tier
Journal: Economics Letters
Year: 2011
Volume: 113
Issue: 1
Pages: 12-15

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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.

Technical Details

RePEc Handle
repec:eee:ecolet:v:113:y:2011:i:1:p:12-15
Journal Field
General
Author Count
1
Added to Database
2026-01-29