Random Coefficient Panel Data Models
Random Coefficient Panel Data Models
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DOI：
10.2139/ssrn.572783
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发表时间：
2004-08
期刊：
影响因子：
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通讯作者：
C. Hsiao;M. Pesaran
中科院分区：
文献类型：
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作者：
C. Hsiao;M. Pesaran
本文综述了具有斜率异质性的线性面板数据模型，介绍了各种类型的随机系数模型，并提出了一个通用的处理框架。它认为使用抽样和贝叶斯方法的随机系数制定的统计推断的基本问题。本文还提供了一个审查的异质动态面板，测试下的同质性弱外生性，联立方程随机系数模型，以及最近的发展在该地区的横截面依赖面板数据模型。
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.