EFFICIENT INFERENCE IN A RANDOM COEFFICIENT REGRESSION MODEL

被引：1208
作者：
SWAMY, PAVB
机构：
来源：
ECONOMETRICA | 1970年 / 38卷 / 02期
关键词：
D O I：
10.2307/1913012
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页码：311 / &
相关论文
共 18 条
[1]  
Anderson T.W, 1958, INTRODUCTION MULTIVA
[2]   INVESTMENT DEMAND - AN EMPIRICAL CONTRIBUTION TO THE AGGREGATION PROBLEM [J].
BOOT, JCG ;
DEWIT, GM .
INTERNATIONAL ECONOMIC REVIEW, 1960, 1 (01) :3-30
[3]  
Goldberger A. S., 1964, ECONOMETRIC THEORY
[4]  
GOULD JP, 1967, AM ECON REV, V57, P910
[5]   THE DETERMINANTS OF INVESTMENT REVISITED [J].
GRILICHES, Z ;
WALLACE, N .
INTERNATIONAL ECONOMIC REVIEW, 1965, 6 (03) :311-329
[6]  
GRUNFELD Y, 1958, THESIS U CHICAGO
[7]   SOME ESTIMATORS FOR A LINEAR MODEL WITH RANDOM COEFFICIENTS [J].
HILDRETH, C ;
HOUCK, JP .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1968, 63 (322) :584-595
[8]  
KLEIN LR, 1953, TEXTBOOK ECONOMETRIC
[9]   THE VALIDITY OF CROSS-SECTIONALLY ESTIMATED BEHAVIOR EQUATIONS IN TIME-SERIES APPLICATIONS [J].
KUH, E .
ECONOMETRICA, 1959, 27 (02) :197-214
[10]  
Nerlove M., 1965, ESTIMATION IDENTIFIC
12