We would like to thank seminar participants at UC—Berkeley, UCLA, USC, Harvard, Yale, NYU, Princeton, Rutgers, Syracuse, Penn State, University College London, University of Pennsylvania, members of the Berkeley Econometrics Reading Group, and participants in the Conference in Economics and Statistics in honor of Theodore W. Anderson's 90th Birthday (Stanford University), the Copenhagen Microeconometrics Summer Workshop, and the JAE Conference on Distributional Dynamics (CEMFI, Madrid) for comments and feedback. Discussions with Manuel Arellano, Badi Baltagi, Stéphane Bonhomme, Gary Chamberlain, Iván Fernández-Val, Jinyong Hahn, Jerry Hausman, Bo Honoré, Michael Jansson, Roger Klein, Ulrich Müller, John Strauss, and Edward Vytlacil were helpful in numerous ways. This revision has also benefited from the detailed comments of a co-editor as well as three anonymous referees. Max Kasy and Alex Poirier provided excellent research assistance. Financial support from the National Science Foundation (Grant SES 0921928) is gratefully acknowledged. All the usual disclaimers apply.
Identification and Estimation of Average Partial Effects in “Irregular” Correlated Random Coefficient Panel Data Models
Article first published online: 25 SEP 2012
© 2012 The Econometric Society
Volume 80, Issue 5, pages 2105–2152, September 2012
How to Cite
Graham, B. S. and Powell, J. L. (2012), Identification and Estimation of Average Partial Effects in “Irregular” Correlated Random Coefficient Panel Data Models. Econometrica, 80: 2105–2152. doi: 10.3982/ECTA8220
- Issue published online: 25 SEP 2012
- Article first published online: 25 SEP 2012
- Manuscript received October, 2008; final revision received July, 2011.
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