Tests of hypotheses arising in the correlated random coefficient model / James J. Heckman, Daniel A. Schmierer.
| Author/creator | Heckman, James J. |
| Other author | Schmierer, Daniel A. |
| Other author | National Bureau of Economic Research. |
| Format | Electronic |
| Publication Info | Cambridge, MA : National Bureau of Economic Research, |
| Supplemental Content | Full text available from NBER Working Papers |
| Series | NBER working paper series ; working paper 16421 Working paper series (National Bureau of Economic Research : Online) ; working paper no. 16421. UNAUTHORIZED |
| Summary | "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. |
| General note | Title from PDF file as viewed on 12/28/2010. |
| Bibliography note | Includes bibliographical references. |
| Access restriction | Available only to authorized users. |
| Other forms | Also available in print. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| LCCN | 2010656276 |