@TechReport{iza:izadps:dp1236,
            	author={Hsiao, Cheng and Pesaran, M. Hashem},
            	title={Random Coefficient Panel Data Models},
            	year={2004},
	month={Aug},
            	institution={Institute of Labor Economics (IZA)},
            	address={Bonn},
            	type={IZA Discussion Paper},
            	number={1236},
            	url={https://www.iza.org/publications/dp1236},
	abstract={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.},
	keywords={random coefficient models;dynamic heterogeneous panels;classical and Bayesian approaches;tests of slope heterogeneity;cross section dependence},
            }