Estimated Generalized Least Squares for Random Coefficient Regression Models

DOI10.1111/1467-9469.00135MaRDI QIDQ4255154zbMATH OpenOpenAlexFDO

Authors Vo V. Anh, Thivvianesan Chelliah

Publication date 10 August 1999

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9469.00135

zbMATH Keywords

asymptotic propertiesrandom coefficientsgeneralized least squarespooled time series cross-sectional datatests for non-randomness

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)

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