Dynamic Linear Models for Heterogenous Panels View Full Text


Ontology type: schema:Chapter     


Chapter Info

DATE

1996

AUTHORS

Hashem Pesaran , Ron Smith , Kyung So Im

ABSTRACT

This chapter is concerned with the problem of heterogeneity across groups (individuals, firms, regions or countries) in dynamic panels.1 While it is widely recognised that parameter heterogeneity can have important consequences for estimation and inference, most attempts at dealing with it have focused on allowing for intercept variation, and in comparison little attention has been paid to the implications of variation in slopes. There are a number of justifications that can be advanced for this neglect. More... »

PAGES

145-195

References to SciGraph publications

  • 1971. Statistical Inference in Random Coefficient Regression Models in NONE
  • 1969. On the Aggregation Problem: A New Approach to a Troublesome Problem in ECONOMIC MODELS, ESTIMATION AND RISK PROGRAMMING: ESSAYS IN HONOR OF GERHARD TINTNER
  • Book

    TITLE

    The Econometrics of Panel Data

    ISBN

    978-0-7923-3787-4
    978-94-009-0137-7

    Identifiers

    URI

    http://scigraph.springernature.com/pub.10.1007/978-94-009-0137-7_8

    DOI

    http://dx.doi.org/10.1007/978-94-009-0137-7_8

    DIMENSIONS

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