A Note on a Random Coefficients Model

DOI10.2307/2526342MaRDI QIDQ4179696zbMATH OpenOpenAlexFDO

Authors Takeshi Amemiya

Publication date 1978

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2526342

zbMATH Keywords

Cross Section DataBlueConsistent EstimationsPooling of Time SeriesRandom Coefficients Model

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Cited in

(5)

• WHY ARE THE WAGES OF JOB STAYERS PROCYCLICAL?
• Five diagnostic tests for unobserved cluster effects
• On regressing regression coefficients
• Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects
• The loss in efficiency from using grouped data to estimate coefficients of group level variables

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