A0725
Title: Nonparametric identification in correlated random effects models
Authors: Daniel Henderson - University of Alabama (United States)
Andros Kourtellos - University of Cyprus (Cyprus)
Daniel Henderson - University of Alabama (United States) [presenting]
Abstract: A semiparametric estimation strategy is used to identify the unknown effects in a correlated random effects model. The estimation strategy allows for more robust estimation in the presence of unobserved individual effects. Simulations and an empirical example show the methods work well in finite samples.
