Efficient Inference in a Random Coefficient Regression Model

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Estimation of a generalized random-effects model: some ECME algorithms and Monte Carlo evidence
Random-coefficient periodic autoregressions
A general framework for panel data models with an application to Canadian customer-dialed long distance telephone service
A partial adjustment valuation approach with stochastic and dynamic speeds of partial adjustment to measuring and evaluating the business value of information technology
Efficient estimation of heterogeneous coefficients in panel data models with common shocks
Detecting homogenous predictors in high-dimensional panel model with an MCMC algorithm
Testing for Slope Heterogeneity Bias in Panel Data Models
Estimation of heterogeneous panels with systematic slope variations
On modeling panels of time series
Approximate Bayesian estimator for the random-coefficients model
Misspecification in random coefficient regression models: A Monte Carlo simulation
Averaging of an increasing number of moment condition estimators
A longitudinal data analysis interpretation of credibility models
The use of permutation tests for variance components in linear mixed models
Weighted-average least squares prediction
A functional connectivity approach for modeling cross-sectional dependence with an application to the estimation of hedonic housing prices in Paris
Parsimonious structural equation models for repeated measures data, with application to the study of consumer preferences
A Medical Application of the General Random Coefficient Regression Model
Prediction in Random Coefficient Regression Models
Tests for qualitative features in the random coefficients model
Large sample inference in random coefficient regression models
Quantile random-coefficient regression with interactive fixed effects: Heterogeneous group-level policy evaluation
Statistical inference in a random coefficient panel model
Efficient estimation of general linear mixed effects models
Random group effects and the precision of regression estimates
Least squares estimation of regression parameters in mixed effects models with unmeasured covariates
Currency misalignments in the BRIICS countries: fixed vs. floating exchange rates
Simultaneous equations with random coefficients: Estimating the structural form
Case Studies Using Panel Data Models
On the use of panel data in stochastic frontier models with improper priors
Bayesian analysis of variance components in a regression model when there is a restriction on the range of a coefficient
A TWO-STAGE ESTIMATION PROCEDURE FOR LINEAR MIXED-EFFECTS MODELS
Regression credibility estimator with two-level common effects
Rank-based test for slope homogeneity in high-dimensional panel data models
Neyman's \({\mathrm C}(\alpha)\) test for unobserved heterogeneity
A correlated random coefficient panel model with time-varying endogeneity
Small samples and collateral information. An application of the hyperparameter model
Random coefficient regressions: parametric goodness-of-fit tests.
Variable selection in heterogeneous panel data models with cross‐sectional dependence
Heterogeneous structural breaks in panel data models
Minimax estimation with random coefficients: Theory and application to stock returns
Testing for parameter constancy in the time series direction in panel data models
Comparison of forecast performance for homogeneous, heterogeneous and shrinkage estimators: some empirical evidence from US electricity and natural-gas consumption.
Irregular identification of structural models with nonparametric unobserved heterogeneity
Panel estimates of the gender earnings gap. Individual-specific intercept and individual-specific slope models
Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity
Efficient minimum distance estimator for quantile regression fixed effects panel data
New approaches for testing slope homogeneity in large panel data models
Analyzing the random coefficient model nonparametrically
Marked Cox models for IBNR claims count: continuous and discretized approaches with Dirichlet-driven reporting delays
Misspecified heterogeneity in panel data models
Bounded support in linear random coefficient models: identification and variable selection
Specification testing in random coefficient models
Uniform inference in linear panel data models with two-dimensional heterogeneity
A Comparison of Noniterative Generalized Least Squares and Iterative Maximum Likelihood Estimators When Testing Hypotheses in Random Coefficient Growth Curve Models
Depth-weighted means of noisy data: an application to estimating the average effect in heterogeneous panels
Inference and testing breaks in large dynamic panels with strong cross sectional dependence
A simple new test for slope homogeneity in panel data models with interactive effects
If Nonlinear Models Cannot Forecast, What Use Are They?
Pushing the limit? Fiscal policy in the European Monetary Union
Testing slope homogeneity in large panels
On the unbiased asymptotic normality of quantile regression with fixed effects
A panel data analysis: Research and development spillover
Generalized least squares estimators for covariance parameters for credibility regression models with moving average errors
Multivariate regression models for panel data
Validating approximate slope homogeneity in large panels
Bias free measurement of technical efficiency
Bayesian estimation of a random coefficient model
Generalized estimating equations for variance and covariance parameters in regression credibility models
Maternal subjective expectations about the technology of skill formation predict investments in children one year later
A note on the unbiasedness of Swamy's estimator for the random coefficient regression model
Latent Variable Modelling: A Survey*
A Test for Slope Heterogeneity in Fixed Effects Models
Stochastic varying coefficients gravity model: An application in trade analysis
Selection of random coefficients in ordered response models: a framework to detect heterogeneity in household surveys
Response predictions in regressions on panel data
A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models

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