|Title: ||Random Coefficient Panel Data Methods|
|Authors: ||Hsiao, Cheng|
Pesaran, M Hashem
|Keywords: ||random coefficient models, dynamic heterogeneous panels, Classical and Bayesian approaches, tests of slope heterogeneity, cross section dependence|
|Issue Date: ||Jun-2004|
|Publisher: ||Department of Applied Economics|
|Series/Report no.: ||CWPE;0434|
|Abstract: ||This paper provides a review of linear panel data models with slope heterogeneity, introduces various types of random coefficients models and suggests a common framework for dealing with them. It considers the fundamental issues of statistical inference of a random coefficients formulation using both the sampling and Bayesian approaches. The paper also provides a review of heterogeneity, simultaneous equation random coefficient models, and the more recent developments in the area of cross-sectional dependence in panel data models.|
|Appears in Collections:||Cambridge Working Papers in Economics|
This item has been accessed 724 times.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.