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DOI: 10.1007/BF00774778
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References listed on IDEAS
- D. Pollard, 1980. "The minimum distance method of testing," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 27(1), pages 43-70, December.
- Amemiya, Takeshi, 1977. "A note on a heteroscedastic model," Journal of Econometrics, Elsevier, vol. 6(3), pages 365-370, November.
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Cited by:
- Christoph Breunig, 2018. "Varying Random Coefficient Models," Papers 1804.03110, arXiv.org, revised Aug 2020.
- Fabian Dunker & Konstantin Eckle & Katharina Proksch & Johannes Schmidt-Hieber, 2017.
"Tests for qualitative features in the random coefficients model,"
Papers
1704.01066, arXiv.org, revised Mar 2018.
- Fabian Dunker & Konstantin Eckle & Katharina Proksch & Johannes Schmidt-Hieber, 2017. "Tests for qualitative features in the random coefficients model," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 225, Courant Research Centre PEG.
- Christoph Breunig & Stefan Hoderlein, 2018.
"Specification testing in random coefficient models,"
Quantitative Economics, Econometric Society, vol. 9(3), pages 1371-1417, November.
- Christoph Breunig & Stefan Hoderlein, "undated". "Specification Testing in Random Coefficient Models," SFB 649 Discussion Papers SFB649DP2015-053, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Breunig, Christoph & Hoderlein, Stefan, 2018. "Specification Testing in Random Coefficient Models," Rationality and Competition Discussion Paper Series 77, CRC TRR 190 Rationality and Competition.
- Swaminathan, V. & Naik-Nimbalkar, U. V., 1997. "Minimum distance estimation for random coefficient autoregressive models," Statistics & Probability Letters, Elsevier, vol. 34(4), pages 313-322, June.
- Breunig, Christoph, 2021. "Varying random coefficient models," Journal of Econometrics, Elsevier, vol. 221(2), pages 381-408.
- Zhan Gao & M. Hashem Pesaran, 2023.
"Identification and estimation of categorical random coefficient models,"
Empirical Economics, Springer, vol. 64(6), pages 2543-2588, June.
- Zhan Gao & M. Hashem Pesaran, 2022. "Identification and Estimation of Categorical Random Coefficient Models," CESifo Working Paper Series 9714, CESifo.
- Zhan Gao & M. Hashem Pesaran, 2023. "Identification and Estimation of Categorical Random Coefficient Models," Papers 2302.14380, arXiv.org.
- Gao, Z. & Pesaran, M. H., 2022. "Identification and Estimation of Categorical Random Coeficient Models," Cambridge Working Papers in Economics 2228, Faculty of Economics, University of Cambridge.
- Christoph Breunig & Stefan Hoderlein, 2016. "Nonparametric Specification Testing in Random Parameter Models," Boston College Working Papers in Economics 897, Boston College Department of Economics.
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Keywords
Minimum distance; empirical characteristic function; errors-in-variables; deconvolution; random effects; statistical inference;All these keywords.
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