Random Coefficient Panel Data Models

Please use this identifier to cite or link to this item: http://dspace.mediu.edu.my:8181/xmlui/handle/10419/20500

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DC Field	Value	Language
dc.creator	Hsiao, Cheng	-
dc.creator	Pesaran, Mohammad Hashem	-
dc.date	2004	-
dc.date.accessioned	2013-10-16T07:10:49Z	-
dc.date.available	2013-10-16T07:10:49Z	-
dc.date.issued	2013-10-16	-
dc.identifier	http://hdl.handle.net/10419/20500	-
dc.identifier	ppn:393554708	-
dc.identifier.uri	http://koha.mediu.edu.my:8181/xmlui/handle/10419/20500	-
dc.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.	-
dc.language	eng	-
dc.relation	IZA Discussion paper series 1236	-
dc.rights	http://www.econstor.eu/dspace/Nutzungsbedingungen	-
dc.subject	C12	-
dc.subject	C33	-
dc.subject	C13	-
dc.subject	ddc:330	-
dc.subject	random coefficient models	-
dc.subject	dynamic heterogeneous panels	-
dc.subject	classical and Bayesian approaches	-
dc.subject	tests of slope heterogeneity	-
dc.subject	cross section dependence	-
dc.subject	Panel	-
dc.subject	Theorie	-
dc.title	Random Coefficient Panel Data Models	-
dc.type	doc-type:workingPaper	-
Appears in Collections:	EconStor

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