A simple method for estimating unconditional heterogeneity distributions in correlated random effects models |
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| Authors: | Jeffrey M. Wooldridge |
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| Affiliation: | Department of Economics, Michigan State University, 110 Marshall-Adams Hall, East Lansing, MI 48824-1038, United States |
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| 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. |
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| Keywords: | C23 C33 |
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