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Generalized Random Coefficient Estimators of Panel Data Models: Asymptotic and Small Sample Properties

by Mohamed Reda Abonazel

American Journal of Applied Mathematics and Statistics. 2016, 4(2), 46-58. DOI: 10.12691/ajams-4-2-4
Pub. Date: May 23, 2016Views: 23165 Downloads: 22400Like: 14

classical pooling estimation contemporaneous covariance first-order autocorrelation heteroscedasticity mean group estimation; monte carlo simulation random coefficient regression

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