scientific article; zbMATH DE number 29710

MaRDI QIDQ3984848zbMATH OpenFDO

Authors Nanhua Hu

Publication date 27 June 1992

zbMATH Keywords

asymptotic normalityfeasible GLS estimationgeneralized least squaresrandom coefficient panel data models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

Recommendations

• Inference in Random Coefficient Panel Data Models: A Correction and Clarification of the Literature
• Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors: the case of stationary and non-stationary regressors and residuals
• Estimated Generalized Least Squares for Random Coefficient Regression Models
• Generalized estimators of stationary random-coefficients panel data models: asymptotic and small sample properties

Cited in

(5)

• Generalized method of moment of random coefficient model
• Inference in Random Coefficient Panel Data Models: A Correction and Clarification of the Literature
• Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors: the case of stationary and non-stationary regressors and residuals
• Generalized estimators of stationary random-coefficients panel data models: asymptotic and small sample properties
• Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity

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