The efficiency of estimating a random coefficient model

DOI10.1016/0304-4076(80)90057-3MaRDI QIDQ1140390zbMATH OpenOpenAlexFDO

Authors Baldev Raj, Virender Kumar Srivastava, Sushama Upadhyaya

Publication date 1980

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4076(80)90057-3

zbMATH Keywords

linear modelsrandom coefficient modelapproximate moment matrix of limiting distributionoperational generalized least squares estimatorsmall-disturbance approximation

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Cites work

• Bayesian and Non-Bayesian Analysis of Switching Regressions and of Random Coefficient Regression Models
• Estimation of Linear Models with Time and Cross-Sectionally Varying Coefficients
• Linear Statistical Inference and its Applications
• On the Estimation of Structural Change: A Generalization of the Random Coefficients Regression Model
• Some Estimators for a Linear Model with Random Coefficients
• The efficiency of estimating a random coefficient model
• Transformations for Estimation of Linear Models with Nested-Error Structure
• Two methods of evaluating hoerl and kennard's ridge regression

Cited in

(2)

• The efficiency of estimating a random coefficient model
• ESTIMATION OF LINEAR REGRESSION MODEL WITH AUTOCORRELATED DISTURBANCES

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