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Title:Random coefficient panel data models PDF Logo
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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