Jack's mail with LaTeX output - easier to read :-) 11.01.2013 08:21, Riccardo (Jack) Lucchetti: > On Thu, 10 Jan 2013, Anutechia Asongu wrote: > >> Hi All, >> Please I need help for the concern on the subject of this >> mail. >> Cheers, > > I must admit, this isn't particulalrly clear. Am I correct in thinking > that you need to estimate a model like:
> $y_{i,t} = g(X_{i,t}, \theta) + \alpha_i + \epsilon_{i,t}$
> where
> $E( g(X_{i,t}, \theta) \cdot \epsilon_{i,t} ) \ne 0$
> but you have instruments such that
> $E(\epsilon_{i,t} | Z_{i,t}) \ne 0$
>
> And if so, how do you want to treat the individual effect $\alpha_i$?
> Fixed? Random?
>
> -------------------------------------------------------
> Riccardo (Jack) Lucchetti
> Dipartimento di Scienze Economiche e Sociali (DiSES)
>
> Università Politecnica delle Marche
> (formerly known as Università di Ancona)
>
> r.lucchetti(a)univpm.it
> http://www2.econ.univpm.it/servizi/hpp/lucchetti
> -------------------------------------------------------
>
>
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Jack's mail with LaTeX output - easier
to read :-)
11.01.2013 08:21, Riccardo (Jack) Lucchetti: On Thu, 10 Jan 2013, Anutechia Asongu wrote: where but you have instruments such that
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