Estimated Generalized Least Squares for Random Coefficient Regression Models

DOI10.1111/1467-9469.00135zbMath0921.62069OpenAlexW2144114464MaRDI QIDQ4255154

Thivvianesan Chelliah, V. V. Anh

Publication date: 10 August 1999

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9469.00135

zbMATH Keywords

asymptotic propertiesrandom coefficientsgeneralized least squarespooled time series cross-sectional datatests for non-randomness

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)

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