Arbeitspapier
Random Coefficient Panel Data Models
This paper provides a review of linear panel data models with slope heterogeneity, introduces various types of random coefficients models and suggest 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 heterogeneous dynamic panels, testing for homogeneity under weak exogeneity, simultaneous equation random coefficient models, and the more recent developments in the area of cross-sectional dependence in panel data models.
- Sprache
-
Englisch
- Erschienen in
-
Series: IZA Discussion Papers ; No. 1236
- Klassifikation
-
Wirtschaft
Hypothesis Testing: General
Multiple or Simultaneous Equation Models: Panel Data Models; Spatio-temporal Models
Estimation: General
- Thema
-
random coefficient models
dynamic heterogeneous panels
classical and Bayesian approaches
tests of slope heterogeneity
cross section dependence
Panel
Theorie
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Hsiao, Cheng
Pesaran, Mohammad Hashem
- Ereignis
-
Veröffentlichung
- (wer)
-
Institute for the Study of Labor (IZA)
- (wo)
-
Bonn
- (wann)
-
2004
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:44 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Hsiao, Cheng
- Pesaran, Mohammad Hashem
- Institute for the Study of Labor (IZA)
Entstanden
- 2004
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