Usage of an estimated coefficient as a dependent variable
Two-step estimation with large panel data sets generally involves estimating vectors of individual-specific coefficients in a first-stage. In a second-stage estimation a vector of estimated coefficients is used as the dependent variable. Potential problems of heteroskedasticity in the second stage m...
| Main Authors: | , |
|---|---|
| Format: | Journal Article |
| Published: |
2012
|
| Online Access: | http://hdl.handle.net/20.500.11937/25972 |