Mixed-Effects Methods for Search and Matching Research

Author:

John M. Abowd, Kevin L. McKinney

Keyword:

Economics, Econometrics, Econometrics (econ.EM)

journal:

date:

2023-08-28 16:00:00

Abstract

We study mixed-effects methods for estimating equations containing person and firm effects. In economics such models are usually estimated using fixed-effects methods. Recent enhancements to those fixed-effects methods include corrections to the bias in estimating the covariance matrix of the person and firm effects, which we also consider.

PDF: Mixed-Effects Methods for Search and Matching Research.pdf