Generalized Estimators of Stationary Random-Coefficients Panel Data Models

Generalized Estimators of Stationary Random-Coefficients Panel Data Models

This article provides generalized estimators for the random-coefficients panel data (RCPD) model where the errors are cross-sectional heteroskedastic and contemporaneously correlated as well as with the first-order autocorrelation of the time series errors. Of course, under the new assumptions of t...

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Bibliographic Details
Main Author: Mohamed Reda Abonazel
Format: Article
Language:English
Published: Instituto Nacional de Estatística | Statistics Portugal 2019-10-01
Series:Revstat Statistical Journal
Subjects:
classical pooling estimation
contemporaneous covariance
first-order autocorrelation
heteroskedasticity
mean group estimation
random coefficient regression
Online Access:https://revstat.ine.pt/index.php/REVSTAT/article/view/278

Internet

https://revstat.ine.pt/index.php/REVSTAT/article/view/278

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