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Author: | Swamy, P. Tavlas, G. |
Title: | Random coefficient models: theory and applications |
Journal: | Journal of Economic Surveys
1995 : JUN, VOL. 9:2, p. 165-196 |
Index terms: | ECONOMICS MODELS THEORIES |
Language: | eng |
Abstract: | This paper provides an overview of the rationale behind, and the implementation , and uses of, the random coefficient approach to econometric modelling. A simple random coefficient model is presented, and methods for estimating, testing, and validating such a model are presented. The general model is shown to include several fixed-coefficient models as special cases and can be estimated incorporating a variety of judgments concerning simplification. |
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