Testing Identifying Assumptions in Nonseparable Panel Data Models Supplementary Appendix
نویسنده
چکیده
(i) βt(xt → xt|Xi = x) = E[Yit|Xi = x′]− E[Yit|Xi = x], (ii) FYiτ |Xi(.|x) = FYiτ |Xi(.|x) Proof (i) follows by the correlated-random-effects assumption and h(x) = h(x′) βt(xt → xt|Xi = x′) = ∫ (ξt(x ′ t, a, u)− ξt(x, a, u))FAi,Uit|Xi(a, u|x ′) = E[Yit|Xi = xt]− ∫ ξt(xt, a, u))dFAi,Uit|Xi(a, u|h(x)) = E[Yit|Xi = x]− E[Yit|Xi = x]. ∗University of California, Davis, One Shields Ave, Davis CA 95616, e-mail: [email protected]
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