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Author

James L. Powell

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Preprint Aug 2026

Moments of Random Coefficients in Short Panels

We study identification and estimation of moments of random coefficients in short linear panels, allowing the number of heterogeneous coefficients to exceed the number of equations observed for each unit. Under moment homogeneity, different regressor histories impose restrictions on the same moment vector. We give nece...

Irene Botosaru, James L. Powell · 0 citations

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