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@univpm.it
  http://www2.econ.univpm.it/servizi/hpp/lucchetti
-------------------------------------------------------


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