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Semiparametric random coefficient regression models

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  • Rudolf Beran

Abstract

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Suggested Citation

  • Rudolf Beran, 1993. "Semiparametric random coefficient regression models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 45(4), pages 639-654, December.
    • Handle: RePEc:spr:aistmt:v:45:y:1993:i:4:p:639-654
    DOI: 10.1007/BF00774778
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    References listed on IDEAS

    as
    1. D. Pollard, 1980. "The minimum distance method of testing," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 27(1), pages 43-70, December.
    2. Amemiya, Takeshi, 1977. "A note on a heteroscedastic model," Journal of Econometrics, Elsevier, vol. 6(3), pages 365-370, November.
    Full references (including those not matched with items on IDEAS)

    Citations

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    Cited by:

    1. Zhan Gao & M. Hashem Pesaran, 2023. "Identification and estimation of categorical random coefficient models," Empirical Economics, Springer, vol. 64(6), pages 2543-2588, June.
    2. Christoph Breunig, 2018. "Varying Random Coefficient Models," Papers 1804.03110, arXiv.org, revised Aug 2020.
    3. Christoph Breunig & Stefan Hoderlein, 2018. "Specification testing in random coefficient models," Quantitative Economics, Econometric Society, vol. 9(3), pages 1371-1417, November.
    4. Fabian Dunker & Konstantin Eckle & Katharina Proksch & Johannes Schmidt-Hieber, 2017. "Tests for qualitative features in the random coefficients model," Papers 1704.01066, arXiv.org, revised Mar 2018.
    5. Christoph Breunig & Stefan Hoderlein, 2016. "Nonparametric Specification Testing in Random Parameter Models," Boston College Working Papers in Economics 897, Boston College Department of Economics.
    6. Breunig, Christoph, 2021. "Varying random coefficient models," Journal of Econometrics, Elsevier, vol. 221(2), pages 381-408.
    7. Swaminathan, V. & Naik-Nimbalkar, U. V., 1997. "Minimum distance estimation for random coefficient autoregressive models," Statistics & Probability Letters, Elsevier, vol. 34(4), pages 313-322, June.
    8. repec:hum:wpaper:sfb649dp2015-053 is not listed on IDEAS

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