Random coefficient first-order autoregressive models
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- Amemiya, Takeshi, 1974. "The nonlinear two-stage least-squares estimator," Journal of Econometrics, Elsevier, vol. 2(2), pages 105-110, July.
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- Miguel A. Juárez & Mark F. J. Steel, 2010.
"Non‐gaussian dynamic bayesian modelling for panel data,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 25(7), pages 1128-1154, November/.
- Juarez, Miguel A. & Steel, Mark F. J., 2006. "Non-Gaussian dynamic Bayesian modelling for panel data," MPRA Paper 450, University Library of Munich, Germany.
- Hsiao, C. & Pesaran, M.H., 2004.
"‘Random Coefficient Panel Data Models’,"
Cambridge Working Papers in Economics
0434, Faculty of Economics, University of Cambridge.
- Cheng Hsiao & M. Hashem Pesaran, 2004. "Random Coefficient Panel Data Models," IEPR Working Papers 04.2, Institute of Economic Policy Research (IEPR).
- Hsiao, Cheng & Pesaran, M. Hashem, 2004. "Random Coefficient Panel Data Models," IZA Discussion Papers 1236, Institute for the Study of Labor (IZA).
- Cheng Hsiao & M. Hashem Pesaran, 2004. "Random Coefficient Panel Data Models," CESifo Working Paper Series 1233, CESifo Group Munich.
- Juarez, Miguel A. & Steel, Mark F. J., 2006. "Model-based Clustering of non-Gaussian Panel Data," MPRA Paper 880, University Library of Munich, Germany.
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