Homogeneity and heterogeneity - Alchetron, the free social encyclopedia
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In Example 13.8, we used the unemployment claims data from Papke (1994) to estimate the effect of enterprise zones on unemployment claims. Papke also uses a model that allows each city to have its own time trend: log(u c l m si t)=ai ci t β1 e zi t ui t where ai and ci are both unobserved effects. This allows for more heterogeneity across cities. (i) Show that, when the previous equation is first differenced, we obtain Δlog(u c l m si t)=ci β1 Δe zi t Δui t, t=2, …, T Notice that the differenced
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