Tests of hypotheses arising in the correlated random coeffic
View on Open Library ↗

Tests of hypotheses arising in the correlated random coefficient model

by

Rate this book:
2010

About This Book

"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"--National Bureau of Economic Research web site.

Buy This Book

As an Amazon Associate and Bookshop.org affiliate, BookOrb earns from qualifying purchases.

Write a Review

Sign in to write a review.