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Nested Unobserved Heterogeneity not Orthogonal to Regressors

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  • Lingxin Hao

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  • Lingxin Hao, 2004. "Nested Unobserved Heterogeneity not Orthogonal to Regressors," Quality & Quantity: International Journal of Methodology, Springer, vol. 38(2), pages 185-203, April.
    • Handle: RePEc:spr:qualqt:v:38:y:2004:i:2:p:185-203
    DOI: 10.1023/B:QUQU.0000019395.59465.53
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    References listed on IDEAS

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    1. Hausman, Jerry A & Taylor, William E, 1981. "Panel Data and Unobservable Individual Effects," Econometrica, Econometric Society, vol. 49(6), pages 1377-1398, November.
    2. Chamberlain, Gary, 1982. "Multivariate regression models for panel data," Journal of Econometrics, Elsevier, vol. 18(1), pages 5-46, January.
    3. James Heckman & Hidehiko Ichimura & Jeffrey Smith & Petra Todd, 1998. "Characterizing Selection Bias Using Experimental Data," Econometrica, Econometric Society, vol. 66(5), pages 1017-1098, September.
    4. Wu, De-Min, 1973. "Alternative Tests of Independence Between Stochastic Regressors and Disturbances," Econometrica, Econometric Society, vol. 41(4), pages 733-750, July.
    5. Mundlak, Yair, 1978. "On the Pooling of Time Series and Cross Section Data," Econometrica, Econometric Society, vol. 46(1), pages 69-85, January.
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