Some Estimation Methods for a Random Coefficient Model
From MaRDI portal
Publication:4054524
DOI10.2307/1913588zbMath0299.62033OpenAlexW1971742753MaRDI QIDQ4054524
Publication date: 1975
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1913588
Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Economic time series analysis (91B84)
Related Items (11)
Statistical inference in a random coefficient panel model ⋮ Quantile regression, Box-Cox transformation model and the U.S. wage structure, 1963--1987 ⋮ Departure from independence and stationarity in a handball match ⋮ Positive definite maximum likelihood covariance estimators ⋮ Uniform inference in linear panel data models with two-dimensional heterogeneity ⋮ A functional connectivity approach for modeling cross-sectional dependence with an application to the estimation of hedonic housing prices in Paris ⋮ On regressing regression coefficients ⋮ A partial adjustment valuation approach with stochastic and dynamic speeds of partial adjustment to measuring and evaluating the business value of information technology ⋮ A general framework for panel data models with an application to Canadian customer-dialed long distance telephone service ⋮ Heterogeneity in panel data and in nonparametric analysis ⋮ Multivariate regression models for panel data
This page was built for publication: Some Estimation Methods for a Random Coefficient Model