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ifo Institut – Leibniz-Institut für Wirtschaftsforschung an der Universität München >
CESifo Working Papers, CESifo Group Munich >
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http://hdl.handle.net/10419/18872
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| Title: | | Random coefficient panel data models  |
| Authors: | | Hsiao, Cheng Pesaran, Mohammad Hashem |
| Issue Date: | | 2004 |
| Series/Report no.: | | CESifo working papers 1233 |
| Abstract: | | 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. Keywords: random coefficient models, dynamic heterogeneous panels, classical and Bayesian approaches, tests of slope heterogeneity, cross section dependence. |
| Subjects: | | random coefficient models dynamic heterogeneous panels classical and Bayesian approaches tests of slope heterogeneity cross section dependence |
| JEL: | | C13 C12 C33 |
| Document Type: | | Working Paper |
| Appears in Collections: | | CESifo Working Papers, CESifo Group Munich
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