Misspecification in random coefficient regression models: A Monte Carlo simulation

DOI10.1007/BF02925328MaRDI QIDQ4019004zbMATH OpenFDO

Authors Terry E. Dielman

Publication date 16 January 1993

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02925328

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)

Cites work

• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
• Efficient Inference in a Random Coefficient Regression Model
• scientific article; zbMATH DE number 41799 (Why is no real title available?)
• scientific article; zbMATH DE number 3366404 (Why is no real title available?)
• Large sample inference in random coefficient regression models
• Small sample properties of random coefficient regression estimators: a monte carlo simulation

Cited in

(2)

• Asymptotics for the conditional self-weighted M-estimator of GRCA(1) models with possibly heavy-tailed errors
• Quality of the log transformation for an incorrectly assumed error structure

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