Random coefficient panel data models
By: by Cheng Hsiao, Hashem Pesaran.
Contributors: Pesaran, M. Hashem, 1946-.
Series: Discussion paper ;; no. 1236; Discussion paper (Forschungsinstitut zur Zukunft der Arbeit : Online) ;; no. 1236
Publisher: IZA
Published: 2004
Place of publication: Bonn, Germany
Language: eng
Format: Electronic resource
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"--Forschungsinstitut zur Zukunft der Arbeit web site.
Notes: Also available in print.
Includes bibliographical references.
Title from PDF file as viewed on 5/5/2005.
System requirements: Adobe Acrobat Reader.
Mode of access: World Wide Web.