Identifying Fixed-effects Models with Heterogeneous Coefficients

• 발행기관: 서울대학교 경제연구소
• 저자명: Wooyong Lee
• 간행물 정보: 『Seoul Journal of Economics』Volume 38 No.1, 69~84쪽, 전체 16쪽
• 주제분류: 경제경영 > 경제학
• 파일형태: PDF
• 발행일자: 2025.02.28

국문 초록

This review provides an introduction to identification and estimation methods for fixed-effects models with heterogeneous coefficients, which require identification strategies that are notably different from those for standard fixed-effects models. The strategies imply consistent estimation methods for the parameters of interest, which are also different from those used in standard fixed-effects models. As an introductory review, this work defers detailed implementation procedures for the estimation methods to future studies.

목차

I. Introduction

II. Fixed-effects models with heterogeneous coefficients

III. DID models

IV. Conclusion

References

키워드

Fixed effects Difference-in-differences models Panel data models Unobserved heterogeneity