Some Properties of the Varying Coefficient Regression Model

Select Volume / Issue:

• Volume 5,Issue 5, Sept. 2017

Year:

2017

Type of Publication:

Article

Keywords:

Mixed Model, Panel Data, Cross section, Random Coefficient Regression Model, Time Series Data

Authors:

K. Badr Souha; Ahmed H. Youssef; Hanaa H. Abu-zinadah

Journal:

IJISM

Volume:

5

Number:

5

Pages:

139-153

Month:

September

ISSN:

2347-9051

Abstract:

Numerous econometricians have discussed a random coefficient regression model. However, little is known about the efficiency of Swamy estimators in random, mixed, and fixed coefficient regression parameters. In this paper, we attempt to provide some suggestions for designing the RCR model, using the Monte...

Full text: IJISM_678_FINAL.pdf [Bibtex]