The efficiency of estimating a random coefficient model

DOI10.1016/0304-4076(80)90057-3zbMath0435.62070MaRDI QIDQ1140390

Baldev Raj, Virender Kumar Srivastava, Sushama Upadhyaya

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

zbMATH Keywords

linear models; random coefficient model; approximate moment matrix of limiting distribution; operational generalized least squares estimator; small-disturbance approximation

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62G20: Asymptotic properties of nonparametric inference

62J05: Linear regression; mixed models

62F10: Point estimation

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