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http://dspace.mediu.edu.my:8181/xmlui/handle/10419/18872Full metadata record
| DC Field | Value | Language |
|---|---|---|
| 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 | - |
| Appears in Collections: | EconStor | |
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