Statistical inference in a random coefficient panel model
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Publication:284298
DOI10.1016/J.JECONOM.2016.01.006zbMATH Open1420.62386OpenAlexW2277048178MaRDI QIDQ284298FDOQ284298
Authors: Lorenzo Trapani, Lajos Horváth 
Publication date: 18 May 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2016.01.006
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Cites Work
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- Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
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- Title not available (Why is that?)
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- Asymptotics of the principal components estimator of large factor models with weakly influential factors
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- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
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- Time Series Regression with a Unit Root
- Testing for a unit root in a random coefficient panel data model
- An introduction to stochastic unit-root processes
- Pooled estimators vs. their heterogeneous counterparts in the context of dynamic demand for gasoline
- Comparison of forecast performance for homogeneous, heterogeneous and shrinkage estimators: some empirical evidence from US electricity and natural-gas consumption.
- Adaptive estimation in a random coefficient autoregressive model
- Toward a unified interval estimation of autoregressions
- Unified interval estimation for random coefficient autoregressive models
- Estimation in nonstationary random coefficient autoregressive models
- Dating the timeline of financial bubbles during the subprime crisis
- Estimation in Random Coefficient Autoregressive Models
- Some Estimation Methods for a Random Coefficient Model
- √n‐CONSISTENT ESTIMATION IN A RANDOM COEFFICIENT AUTOREGRESSIVE MODEL
- CWLS and ML estimates in a heteroscedastic RCA(1) model
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Cited In (19)
- Weighted least squares estimation in a binary random coefficient panel model with infinite variance
- Statistical inference in dynamic panel data models
- Bayesian inference for random coefficient dynamic panel data models
- Estimation of heterogeneous panels with systematic slope variations
- Random coefficient continuous systems: testing for extreme sample path behavior
- Extensions of some classical methods in change point analysis
- Testing for strict stationarity in a random coefficient autoregressive model
- A test for strict stationarity in a random coefficient autoregressive model of order 1
- Strong consistency for the conditional self-weighted \(M\) estimator of GRCA\((p)\) Models
- Estimation and testing of multivariate random coefficient autoregressive model based on empirical likelihood
- Inference in Random Coefficient Panel Data Models: A Correction and Clarification of the Literature
- Statistical inference for panel dynamic simultaneous equations models
- Testing for randomness in a random coefficient autoregression model
- Consistency and asymptotic normality in a class of nearly unstable processes
- Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models
- Two-stage weighted least squares estimation of nonstationary random coefficient autoregressions
- Random autoregressive models: a structured overview
- Identifying Distributional Characteristics in Random Coefficients Panel Data Models
- A new autoregressive process driven by explanatory variables and past observations: an application to PM 2.5
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