Microeconometrics Group Seminar February 3, 2022
Microeconometrics Group Seminar February 3, 2022
Title: Identification and Estimation of Dynamic Random Coefficient Models Presenter: Wooyong Lee (University of Technology Sydney) Abstract: This paper studies dynamic panel data linear models that allow multiplicative and additive heterogeneity in a short panel context by allowing both the coefficients and intercept to be individual-specific. I show that the model is not point-identified and yet partially […]