Identification in Some Random Coefficients Panel Data Models ( With Application to Quantile Regression )

@inproceedings{Ponomareva2014IdentificationIS,
  title={Identification in Some Random Coefficients Panel Data Models ( With Application to Quantile Regression )},
  author={Maria Ponomareva},
  year={2014}
}
This paper considers a random coefficients panel data model with individualspecific intercepts (or fixed effects). The identification of the distribution of random slope coefficients is established in two settings: when random slope coefficients are conditionally independent from individual-specific intercepts; and when individual-specific intercepts are… CONTINUE READING