Generalized method of moment of random coefficient model

MaRDI QIDQ2911946zbMATH OpenFDO

Authors El-Houssainy Abd Elbar Rady, Ahmed H. Youssef, Tareq Abdul-Aziz Al-Doub

Publication date 13 September 2012

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

Full work available at URL http://www.pphmj.com/abstract/6613.htm

zbMATH Keywords

generalized least squaresordinary least squarespanel data

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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Cited in

(5)

• Generalized method of trimmed moments
• GMM of coefficient with time and cross-sectional effect
• Inference in Random Coefficient Panel Data Models: A Correction and Clarification of the Literature
• A Monte Carlo simulation study for (GLS) and (GMM) estimation
• Local generalized method of moments estimation based on kernel weights: An application to panel data

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