%0 Report
        %A Hsiao, Cheng
%A Pesaran, M. Hashem
        %T Random Coefficient Panel Data Models
        %D 2004
        %8 2004 Aug
        %I Institute of Labor Economics (IZA)
        %C Bonn
        %7 IZA Discussion Paper
        %N 1236
        %U https://www.iza.org/index.php/publications/dp1236
        %X This paper provides a review of linear panel data models with slope heterogeneity, introduces
various types of random coefficients models and suggest a common framework for dealing
with them. It considers the fundamental issues of statistical inference of a random coefficients
formulation using both the sampling and Bayesian approaches. The paper also provides a
review of heterogeneous dynamic panels, testing for homogeneity under weak exogeneity,
simultaneous equation random coefficient models, and the more recent developments in the
area of cross-sectional dependence in panel data models.
        %K random coefficient models
%K dynamic heterogeneous panels
%K classical and Bayesian approaches
%K tests of slope heterogeneity
%K cross section dependence