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From the help desk: Swamy's random-coefficients model

Author

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  • Brian P. Poi

    (StataCorp LP)

Abstract

This article discusses the Swamy (1970) random-coefficients model and presents a command that extends Stata's xtrchh command by also providing estimates of the panel-specific coefficients. Copyright 2003 by StataCorp LP.

Suggested Citation

  • Brian P. Poi, 2003. "From the help desk: Swamy's random-coefficients model," Stata Journal, StataCorp LP, vol. 3(3), pages 302-308, September.
    • Handle: RePEc:tsj:stataj:v:3:y:2003:i:3:p:302-308
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    1. repec:dau:papers:123456789/11536 is not listed on IDEAS
    2. Renee van Eyden & Rangan Gupta & Xin Sheng & Joshua Nielsen, 2023. "Predicting Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries: The Role of Oil Price Uncertainty," Working Papers 202332, University of Pretoria, Department of Economics.
    3. Reneé van Eyden & Rangan Gupta & Christophe André & Xin Sheng, 2022. "The effect of macroeconomic uncertainty on housing returns and volatility: evidence from US state-level data," Chapters, in: Charles K.Y. Leung (ed.), Handbook of Real Estate and Macroeconomics, chapter 8, pages 206-238, Edward Elgar Publishing.
    4. Abonazel, Mohamed R., 2016. "Generalized Random Coefficient Estimators of Panel Data Models: Asymptotic and Small Sample Properties," MPRA Paper 72586, University Library of Munich, Germany.
    5. Renee van Eyden & Rangan Gupta & Jacobus Nel & Elie Bouri, 2021. "Rare Disaster Risks and Volatility of the Term-Structure of US Treasury Securities: The Role of El Nino and La Nina Events," Working Papers 202155, University of Pretoria, Department of Economics.
    6. Qiao, Hui & Chen, Siyu & Dong, Xiucheng & Dong, Kangyin, 2019. "Has China's coal consumption actually reached its peak? National and regional analysis considering cross-sectional dependence and heterogeneity," Energy Economics, Elsevier, vol. 84(C).
    7. Badorf, Florian & Hoberg, Kai, 2020. "The impact of daily weather on retail sales: An empirical study in brick-and-mortar stores," Journal of Retailing and Consumer Services, Elsevier, vol. 52(C).

    More about this item

    Keywords

    panel data; random-coefficients models;

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