Please use this identifier to cite or link to this item: http://dspace.mediu.edu.my:8181/xmlui/handle/10419/20500
Title: Random Coefficient Panel Data Models
Keywords: C12
C33
C13
ddc:330
random coefficient models
dynamic heterogeneous panels
classical and Bayesian approaches
tests of slope heterogeneity
cross section dependence
Panel
Theorie
Issue Date: 16-Oct-2013
Description: This paper provides a review of linear panel data models with slope heterogeneity, introduces various types of random coefficients models and suggest 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 heterogeneous dynamic panels, testing for homogeneity under weak exogeneity, simultaneous equation random coefficient models, and the more recent developments in the area of cross-sectional dependence in panel data models.
URI: http://koha.mediu.edu.my:8181/xmlui/handle/10419/20500
Other Identifiers: http://hdl.handle.net/10419/20500
ppn:393554708
Appears in Collections:EconStor

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