GMM of coefficient with time and cross-sectional effect

DOI10.17654/TS052030175MaRDI QIDQ2967842zbMATH OpenFDO

Authors Tareq Abdul-Aziz Al-Doub, Mohamed Khalifa Ahmed Issa

Publication date 2 March 2017

Published in Far East Journal of Theoretical Statistics (Search for Journal in Brave)

Full work available at URL http://www.pphmj.com/abstract/9989.htm

zbMATH Keywords

coefficients that vary over time and cross-sectional unitsgeneralized least squaregeneralized method of momentpanel data

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Analysis of variance and covariance (ANOVA) (62J10)

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Cited in

(4)

• Estimation of a panel data model with parametric temporal variation in individual effects
• Generalized method of moment of random coefficient model
• Inference in Random Coefficient Panel Data Models: A Correction and Clarification of the Literature
• A Monte Carlo simulation study for (GLS) and (GMM) estimation

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