Generalized Random Coefficient Estimators of Panel Data Models: Asymptotic and Small Sample Properties
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More about this item
KeywordsClassical pooling estimation; Contemporaneous covariance; First-order autocorrelation; Heteroskedasticity; Mean group estimation; Monte Carlo simulation; Random coefficient regression.;
- B23 - Schools of Economic Thought and Methodology - - History of Economic Thought since 1925 - - - Econometrics; Quantitative and Mathematical Studies
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- C4 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
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