Econometrica Vol. 43 No. 2 1975
Some Estimation Methods for a Random Coefficient Model
Abstract
[The model extlesstex-math extgreater$Y_\it\= extbackslashSigma _\k\( extbackslashbeta _\k\+ extbackslashdelta _\ik\+y_ k\)x_\ikt\= extbackslashvarepsilon _\it$ extless/tex-math extgreater with extlesstex-math extgreater$ extbackslashdelta _\ik$ extless/tex-math extgreater and extlesstex-math extgreatery_ k\ extless/tex-math extgreater random is considered as a means of pooling the time series of a cross-section sample. The model is placed in a mixed analysis of variance framework. Relationships between various estimation criteria are derived and their asymptotic properties compared. Some implementation problems are also discussed.]
- DOI
- 10.2307/1913588
- Volume
- 43
- Issue
- 2
- Pages
- 305
- Sources
- openalex crossref bibtex:phds-export.bib