Some Estimation Methods for a Random Coefficient Model

DOI10.2307/1913588MaRDI QIDQ4054524zbMATH OpenOpenAlexFDO

Authors Cheng Hsiao

Publication date 1975

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1913588

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Cited in

(12)

• Multivariate regression models for panel data
• On regressing regression coefficients
• Quantile regression, Box-Cox transformation model and the U.S. wage structure, 1963--1987
• A partial adjustment valuation approach with stochastic and dynamic speeds of partial adjustment to measuring and evaluating the business value of information technology
• Heterogeneity in panel data and in nonparametric analysis
• Statistical inference in a random coefficient panel model
• Departure from independence and stationarity in a handball match
• Positive definite maximum likelihood covariance estimators
• A functional connectivity approach for modeling cross-sectional dependence with an application to the estimation of hedonic housing prices in Paris
• Uniform inference in linear panel data models with two-dimensional heterogeneity
• A general framework for panel data models with an application to Canadian customer-dialed long distance telephone service
• Quantile random-coefficient regression with interactive fixed effects: Heterogeneous group-level policy evaluation

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