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Some Estimation Methods for a Random Coefficient Model

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  • Hsiao, Cheng

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  • Hsiao, Cheng, 1975. "Some Estimation Methods for a Random Coefficient Model," Econometrica, Econometric Society, vol. 43(2), pages 305-325, March.
  • Handle: RePEc:ecm:emetrp:v:43:y:1975:i:2:p:305-25
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    Cited by:

    1. Ward, Ronald W. & Tilley, Daniel S., 1980. "Time Varying Parameters With Random Components: The Orange Juice Industry," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 12(02), December.
    2. Buchinsky, Moshe, 1995. "Quantile regression, Box-Cox transformation model, and the U.S. wage structure, 1963-1987," Journal of Econometrics, Elsevier, vol. 65(1), pages 109-154, January.
    3. Michael Fung, 2004. "Technological Opportunity and Productivity of R&D Activities," Journal of Productivity Analysis, Springer, vol. 21(2), pages 167-181, March.
    4. Georges Bresson & Cheng Hsiao & Alain Pirotte, 2011. "Assessing the contribution of R&D to total factor productivity—a Bayesian approach to account for heterogeneity and heteroskedasticity," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 95(4), pages 435-452, December.
    5. Horváth, Lajos & Trapani, Lorenzo, 2016. "Statistical inference in a random coefficient panel model," Journal of Econometrics, Elsevier, vol. 193(1), pages 54-75.
    6. Junankar, P.N. & Madsen, J.B., 1996. "Unemployment in the OECD: models and mysteries," Discussion Paper Series In Economics And Econometrics 9648, Economics Division, School of Social Sciences, University of Southampton.
    7. Cho, Guedae & Sheldon, Ian M. & McCorriston, Steve, 2000. "Exchange Rate Misalignment And Agricultural Trade," 2000 Annual meeting, July 30-August 2, Tampa, FL 21824, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    8. Timothy Neal, 2018. "Multidimensional Parameter Heterogeneity in Panel Data Models," Discussion Papers 2016-15A, School of Economics, The University of New South Wales.
    9. Cheng Hsiao & M. Hashem Pesaran, 2004. "Random Coefficient Panel Data Models," CESifo Working Paper Series 1233, CESifo Group Munich.
    10. Obwana, M.B. & Kalirajan, K.P. & Shand, R.T., 1997. "On Measuring Farmer-Specific and Input-Specific Allocative Efficiency," Occasional Paper Series No. 7 198063, International Association of Agricultural Economists.
    11. repec:eee:finsta:v:33:y:2017:i:c:p:187-206 is not listed on IDEAS
    12. Adrian C. Darnell, 1994. "A Dictionary Of Econometrics," Books, Edward Elgar Publishing, number 118.
    13. Alain Trognon, 2003. "L'économétrie des panels en perspective," Revue d'économie politique, Dalloz, vol. 113(6), pages 727-748.
    14. Erik Biørn, 2014. "Estimating SUR system with random coefficients: the unbalanced panel data case," Empirical Economics, Springer, vol. 47(2), pages 451-468, September.
    15. Erik Biørn & Kjersti-Gro Lindquist & Terje Skjerpen, 2002. "Heterogeneity in Returns to Scale: A Random Coefficient Analysis with Unbalanced Panel Data," Journal of Productivity Analysis, Springer, vol. 18(1), pages 39-57, July.
    16. Kwan, Simon H., 1996. "Firm-specific information and the correlation between individual stocks and bonds," Journal of Financial Economics, Elsevier, vol. 40(1), pages 63-80, January.
    17. Biorn,E., 1999. "Random coefficients in regression equation systems : the case with unbalanced panel data," Memorandum 27/1999, Oslo University, Department of Economics.

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