2004, English, Article, Working paper edition: Random Coefficient Panel Data Methods Hsiao, Cheng; Pesaran, M. Hashem

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Bookmark: http://trove.nla.gov.au/version/1045
Physical Description
  • 285201 bytes, application/​pdf
  • Working Paper
Published
  • Department of Applied Economics
  • 2004-06-24T08:46:46Z
Language
  • English

Edition details

Title
  • Random Coefficient Panel Data Methods
Author
  • Hsiao, Cheng
  • Pesaran, M. Hashem
Published
  • Department of Applied Economics
  • 2004-06-24T08:46:46Z
Physical Description
  • 285201 bytes, application/​pdf
  • Working Paper
Subjects
Notes
  • This paper provides a review of linear panel data models with slope heterogeneity, introduces various types of random coefficients models and suggests a common framework for dealing with them. It considers the fundamental issues of statistical inference of a random coefficients formulation using both the sampling and Bayesian approaches. The paper also provides a review of heterogeneity, simultaneous equation random coefficient models, and the more recent developments in the area of cross-sectional dependence in panel data models.
  • CWPE;0434
Language
  • English
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