Statistical inference in random coefficient regression models


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This short monograph which presents a unified treatment of the theory of estimating an economic relationship from a time series of cross-sections, is based on my Ph. D. dissertation submitted to the University of Wisconsin, Madison. To the material developed for that purpose, I have added the substance of two subsequent papers: "Efficient methods of estimating a regression equation with equi-correlated disturbances," and "The exact finite sample properties of estimators of coefficients in error components regression models" ...

Statistical Inference in Random Coefficient Regression Models 1971, Springer, Berlin, Germany

ISBN-13: 9783540056034

Softcover Reprint of the Origi edition

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