Statistical inference in a random coefficient panel model
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Cites work
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- Adaptive estimation in a random coefficient autoregressive model
- An introduction to stochastic unit-root processes
- Asymptotics of the principal components estimator of large factor models with weakly influential factors
- Break detection in the covariance structure of multivariate time series models
- CWLS and ML estimates in a heteroscedastic RCA(1) model
- Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
- Comparison of forecast performance for homogeneous, heterogeneous and shrinkage estimators: some empirical evidence from US electricity and natural-gas consumption.
- Dating the timeline of financial bubbles during the subprime crisis
- Efficient Inference in a Random Coefficient Regression Model
- Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
- Estimation in Random Coefficient Autoregressive Models
- Estimation in nonstationary random coefficient autoregressive models
- Limit theory for an explosive autoregressive process
- Linear Regression Limit Theory for Nonstationary Panel Data
- Linear regression for panel with unknown number of factors as interactive fixed effects
- Panel data models with interactive fixed effects
- Pooled estimators vs. their heterogeneous counterparts in the context of dynamic demand for gasoline
- Some Estimation Methods for a Random Coefficient Model
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
- Testing for a unit root in a random coefficient panel data model
- Time Series Regression with a Unit Root
- Toward a unified interval estimation of autoregressions
- Unified interval estimation for random coefficient autoregressive models
- √n‐CONSISTENT ESTIMATION IN A RANDOM COEFFICIENT AUTOREGRESSIVE MODEL
Cited in
(19)- Strong consistency for the conditional self-weighted \(M\) estimator of GRCA\((p)\) Models
- Statistical inference in dynamic panel data models
- Statistical inference for panel dynamic simultaneous equations models
- Random autoregressive models: a structured overview
- Testing for randomness in a random coefficient autoregression model
- Weighted least squares estimation in a binary random coefficient panel model with infinite variance
- Two-stage weighted least squares estimation of nonstationary random coefficient autoregressions
- Estimation and testing of multivariate random coefficient autoregressive model based on empirical likelihood
- Estimation of heterogeneous panels with systematic slope variations
- Testing for strict stationarity in a random coefficient autoregressive model
- A new autoregressive process driven by explanatory variables and past observations: an application to PM 2.5
- Bayesian inference for random coefficient dynamic panel data models
- Identifying Distributional Characteristics in Random Coefficients Panel Data Models
- Inference in Random Coefficient Panel Data Models: A Correction and Clarification of the Literature
- A test for strict stationarity in a random coefficient autoregressive model of order 1
- Random coefficient continuous systems: testing for extreme sample path behavior
- Extensions of some classical methods in change point analysis
- Consistency and asymptotic normality in a class of nearly unstable processes
- Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models
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