Tests of hypotheses arising in the correlated random coefficient model

C-Tier
Journal: Economic Modeling
Year: 2010
Volume: 27
Issue: 6
Pages: 1355-1367

Authors (2)

Heckman, James J. (University of Chicago) Schmierer, Daniel (not in RePEc)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

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

Abstract

This paper examines the correlated random coefficient model. It extends the analysis of Swamy (1971, 1974), who pioneered the uncorrelated random coefficient model in economics. We develop the properties of the correlated random coefficient model and derive a new representation of the variance of the instrumental variable estimator for that model. We develop tests of the validity of the correlated random coefficient model against the null hypothesis of the uncorrelated random coefficient model.

Technical Details

RePEc Handle
repec:eee:ecmode:v:27:y:2010:i:6:p:1355-1367
Journal Field
General
Author Count
2
Added to Database
2026-02-02