Inference in Random Coefficient Panel Data Models: A Correction and Clarification of the Literature

DOI10.2307/2526126zbMath0549.62077OpenAlexW2075810977MaRDI QIDQ3341734

Scott W. Stephan, Harry H. Kelejian

Publication date: 1983

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2526126

zbMATH Keywords

generalized least squares estimatorlarge sample distributionrandom coefficient panel data modelsrandom cross-sectional and time effects

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (1)

Uniform inference in linear panel data models with two-dimensional heterogeneity

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