The efficiency of estimating a random coefficient model
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Publication:1140390
DOI10.1016/0304-4076(80)90057-3zbMath0435.62070OpenAlexW1998729383MaRDI QIDQ1140390
Sushama Upadhyaya, Baldev Raj, Virender Kumar Srivastava
Publication date: 1980
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(80)90057-3
linear modelsrandom coefficient modelapproximate moment matrix of limiting distributionoperational generalized least squares estimatorsmall-disturbance approximation
Applications of statistics to economics (62P20) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Point estimation (62F10)
Related Items
The efficiency of estimating a random coefficient model, ESTIMATION OF LINEAR REGRESSION MODEL WITH AUTOCORRELATED DISTURBANCES
Cites Work
- The efficiency of estimating a random coefficient model
- Transformations for Estimation of Linear Models with Nested-Error Structure
- Bayesian and Non-Bayesian Analysis of Switching Regressions and of Random Coefficient Regression Models
- On the Estimation of Structural Change: A Generalization of the Random Coefficients Regression Model
- Estimation of Linear Models with Time and Cross-Sectionally Varying Coefficients
- Two methods of evaluating hoerl and kennard's ridge regression
- Some Estimators for a Linear Model with Random Coefficients
- Linear Statistical Inference and its Applications
