| dc.creator |
Hsiao, Cheng |
|
| dc.creator |
Pesaran, Mohammad Hashem |
|
| dc.date |
2004 |
|
| dc.date.accessioned |
2013-10-16T07:01:45Z |
|
| dc.date.available |
2013-10-16T07:01:45Z |
|
| dc.date.issued |
2013-10-16 |
|
| dc.identifier |
http://hdl.handle.net/10419/18872 |
|
| dc.identifier |
ppn:393392627 |
|
| dc.identifier.uri |
http://koha.mediu.edu.my:8181/xmlui/handle/10419/18872 |
|
| 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. Keywords: random coefficient models, dynamic heterogeneous panels, classical and Bayesian approaches, tests of slope heterogeneity, cross section dependence. |
|
| dc.language |
eng |
|
| dc.relation |
CESifo working papers 1233 |
|
| dc.rights |
http://www.econstor.eu/dspace/Nutzungsbedingungen |
|
| dc.subject |
C13 |
|
| dc.subject |
C12 |
|
| dc.subject |
C33 |
|
| 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 |
|