Now showing items 1-2 of 2

    • Diagnostic Tests of Cross Section Interdependence for Nonlinear Panel Data Models 

      Hsiao, Cheng; Pesaran, M. Hashem; Pick, Andreas (Faculty of Economics, University of Cambridge, UK, 2007-04)
      In this paper we discuss tests for residual cross section dependence in nonlinear panel data models. The tests are based on average pair-wise residual correlation coefficients. In nonlinear models, the definition of the ...
    • Random Coefficient Panel Data Methods 

      Hsiao, Cheng; Pesaran, M. Hashem (Department of Applied Economics, 2004-06)
      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 ...