Random coefficient panel data models

Description

"This paper provides a review of linear panel data models with slope heterogeneity, introduces various types of random coefficients models and suggest a common framework for dealing with them. It considers the fundamental issues of statistical inference of a random coefficients formulation using both the sampling and Bayesian approaches. The paper also provides a review of heterogeneous dynamic panels, testing for homogeneity under weak exogeneity, simultaneous equation random coefficient models, and the more recent developments in the area of cross-sectional dependence in panel data models"--Forschungsinstitut zur Zukunft der Arbeit web site.

Subjects

Series Statement

• Discussion paper ;
• no. 1236
• Discussion paper (Forschungsinstitut zur Zukunft der Arbeit : Online) ;

Links

• http://www.iza.org/en/webcontent/publications/papers/viewAbstract?dp_id=1236
• URL