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Random Coefficient Panel Data Methods

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dc.contributor.authorHsiao, Cheng
dc.contributor.authorPesaran, M. Hashem
dc.date.accessioned2004-06-24T08:46:46Z
dc.date.available2004-06-24T08:46:46Z
dc.date.issued2004-06
dc.description.abstractThis 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.
dc.format.extent285201 bytes
dc.format.mimetypeapplication/pdf
dc.identifier.doi10.17863/CAM.5081
dc.identifier.otherCWPE0434
dc.identifier.urihttps://www.repository.cam.ac.uk/handle/1810/445
dc.language.isoeng
dc.publisherFaculty of Economics
dc.relation.ispartofseriesCambridge Working Papers in Economics
dc.rightsAll Rights Reserved
dc.rights.urihttps://www.rioxx.net/licenses/all-rights-reserved/
dc.subjectrandom coefficient models, dynamic heterogeneous panels, Classical and Bayesian approaches, tests of slope heterogeneity, cross section dependence
dc.titleRandom Coefficient Panel Data Methods
dc.typeWorking Paper
rioxxterms.versionAO

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