• Medientyp: Bericht; E-Book
  • Titel: Random Coefficient Panel Data Models
  • Beteiligte: Hsiao, Cheng [Verfasser:in]; Pesaran, Mohammad Hashem [Verfasser:in]
  • Erschienen: Bonn: Institute for the Study of Labor (IZA), 2004
  • Sprache: Englisch
  • Schlagwörter: C12 ; C33 ; cross section dependence ; C13 ; Panel ; random coefficient models ; classical and Bayesian approaches ; tests of slope heterogeneity ; Theorie ; dynamic heterogeneous panels
  • Entstehung:
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  • Beschreibung: 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.
  • Zugangsstatus: Freier Zugang