Identifying Distributional Characteristics in Random Coefficients Panel Data Models∗
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چکیده
This appendix contains: identification and estimation results on higher-order moments (Section A), some results on efficiency bounds calculations (Sections B and C) and the computation of asymptotic standard errors (Section D); additional computations for the examples treated in the text (Section E); an outline of a test of the covariance structure of errors (Section F); the calculation of the order conditions, for restrictions in levels and within restrictions (Section G); and a short review of some properties of characteristic functions and cumulants (Section H).
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تاریخ انتشار 2009