Misspecification in random coefficient regression models: A Monte Carlo simulation

DOI10.1007/BF02925328zbMath0850.62525MaRDI QIDQ4019004

Terry E. Dielman

Publication date: 16 January 1993

Published in: Statistical Papers (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

Related Items

Asymptotics for the conditional self-weighted M-estimator of GRCA(1) models with possibly heavy-tailed errors ⋮ Quality of the log transformation for an incorrectly assumed error structure

Cites Work

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• Large sample inference in random coefficient regression models
• Small sample properties of random coefficient regression estimators: a monte carlo simulation
• Efficient Inference in a Random Coefficient Regression Model
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias