Search Results

Random Coefficient Models for Multilevel Analysis,
Jan De Leeuw and Ita Kreft, in Journal of Educational and Behavioral Statistics (1986)
Keywords: Multilevel analysis; contextual analysis; random coefficient models

A characterization of random-coefficient AR(1) models,
Klaus Pötzelberger, in Stochastic Processes and their Applications (1990)
Keywords: random-coefficient AR(1) processes transition probability

A Note on the Correlated Random Coefficient Model,
Christophe Kolodziejczyk, from University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics (2006)
Keywords: correlated random coefficient model; bias; discrete choice

Varying random coefficient models,
Christoph Breunig, in Journal of Econometrics (2021)
Keywords: Random coefficients; Varying coefficients; Sieve minimum distance; Hermite functions; Rate of convergence; Bootstrap uniform confidence bands;

From the help desk: Swamy's random-coefficients model,
Brian Poi, in Stata Journal (2003)
Keywords: panel data, random-coefficients models

Estimation of Random-Coefficient Demand Models: Two Empiricists' Perspective,
Christopher Knittel and Konstantinos Metaxoglou, in The Review of Economics and Statistics (2014)
Keywords: random-coefficient demand, optimization

A Note on Covariance Stationarity Conditions for Dynamic Random Coefficient Models,
George Kapetanios, from Queen Mary University of London, School of Economics and Finance (2002)
Keywords: Stationarity, Random coefficient models

RCL: Stata module for estimation and simulation of random coefficient logit models,
Szabolcs Lorincz, from Boston College Department of Economics (2016)
Keywords: logit, random coefficient, simulation

Multiple autoregressive models with random coefficients,
D. F. Nicholls and B. G. Quinn, in Journal of Multivariate Analysis (1981)
Keywords: Multiple autoregression random coefficient stationarity eigenvalues eigenvectors tensor product

Testing the correlated random coefficient model,
James Heckman, Daniel Schmierer and Sergio Urzua, in Journal of Econometrics (2010)
Keywords: Correlated random coefficient Testing Instrumental variables Power of tests based on IV

Testing the Correlated Random Coefficient Model,
James Heckman, Daniel Schmierer and Sergio Urzua, from Institute of Labor Economics (IZA) (2009)
Keywords: power of tests based on IV, testing, correlated random coefficient, instrumental variables

Testing the Correlated Random Coefficient Model,
James Heckman and Daniel Schmierer, from Geary Institute, University College Dublin (2009)
Keywords: Correlated random coefficient, testing, instrumental variables, power of tests based on IV

Panel Data Estimation for Correlated Random Coefficients Models,
Cheng Hsiao, Qi Li, Zhongwen Liang and Wei Xie, in Econometrics (2019)
Keywords: panel data; correlated random coefficients; efficiency bound

R-optimal designs in random coefficient regression models,
Xin Liu, Rong-Xian Yue and Kashinath Chatterjee, in Statistics & Probability Letters (2014)
Keywords: Random coefficients; R-optimal designs; Equivalence theorem;

Generating random graphs with tunable clustering coefficients,
Lenwood S. Heath and Nidhi Parikh, in Physica A: Statistical Mechanics and its Applications (2011)
Keywords: Clustering coefficient; Complex networks; Random graphs; Algorithms;

Tests of Hypotheses Arising in the Correlated Random Coefficient Model,
James Heckman and Daniel Schmierer, from Institute of Labor Economics (IZA) (2010)
Keywords: correlated random coefficient models, instrumental variables

Identification and estimation of categorical random coefficient models,
Zhan Gao and Mohammad Pesaran, in Empirical Economics (2023)
Keywords: Random coefficient models, Categorical distribution, Return to education

Identification and Estimation of Categorical Random Coefficient Models,
Zhan Gao and Mohammad Pesaran, from CESifo (2022)
Keywords: random coefficient models, categorical distribution, return to education

Identification and estimation of categorical random coefficient models,
Zhan Gao and M. Hashem Pesaran, from Springer (2024)
Keywords: Random coefficient models, Categorical distribution, Return to education

IVCRC: Stata module to implement the instrumental variables correlated random coefficients estimator,
David Benson, Matthew Masten and Alexander Torgovitsky, from Boston College Department of Economics (2022)
Keywords: instrumental variables, correlated random coefficients

RANDCOEF: Stata module to estimate correlated random effects and correlated random coefficients models,
Oscar Barriga-Cabanillas, Jeffrey Michler, Aleksandr Michuda and Emilia Tjernström, from Boston College Department of Economics (2020)
Keywords: correlated random effects, correlated random coefficients, Suri

Estimating Market Model Betas: A Comparison of Random Coefficient Methods and Their Ability to Correctly Identify Random Variation,
Bill McDonald, in Management Science (1985)
Keywords: market model, betas, random coefficients

Variance Estimation in a Random Coefficients Model,
Ekkehart Schlicht and Johannes Ludsteck, from University of Munich, Department of Economics (2006)
Keywords: time-varying coefficients; adaptive estimation; random walk; Kalman filter; state-space model

Specification testing in random coefficient models,
Christoph Breunig and Stefan Hoderlein, from Humboldt University Berlin, Collaborative Research Center 649: Economic Risk (2016)
Keywords: nonparametric specification testing, random coefficients, unobserved heterogeneity, sieve minimum distance, characteristic function, consumer demand

Specification Testing in Random Coefficient Models,
Christoph Breunig and Stefan Hoderlein, from CRC TRR 190 Rationality and Competition (2018)
Keywords: nonparametric; specification; testing; random coefficients; unobserved heterogeneity; sieve estimation; characteristic function; consumer demand;

Random Coefficient Panel Data Models,
Cheng Hsiao and Mohammad Pesaran, from Institute of Labor Economics (IZA) (2004)
Keywords: random coefficient models, dynamic heterogeneous panels, classical and Bayesian approaches, tests of slope heterogeneity, cross section dependence

Random Coefficient Panel Data Models,
Cheng Hsiao and Mohammad Pesaran, from CESifo (2004)
Keywords: random coefficient models, dynamic heterogeneous panels, classical and Bayesian approaches, tests of slope heterogeneity, cross section dependence

Random Coefficient Panel Data Models,
Cheng Hsiao and Mohammad Pesaran, from Faculty of Economics, University of Cambridge (2004)
Keywords: random coefficient models, dynamic heterogeneous panels, Classical and Bayesian approaches, tests of slope heterogeneity, cross section dependence.

Random Versus Nonrandom Coefficient Models for Multilevel Analysis,
Richard L. Tate and Yuwadee Wongbundhit, in Journal of Educational and Behavioral Statistics (1983)
Keywords: Multilevel analysis; contextual analysis; random coefficients; statistical inference

Stochastic frontier models with flexible random coefficients,
Mike G. Tsionas, in Global Business and Economics Review (2018)
Keywords: stochastic frontier models; random coefficients; flexible distribution; Bayesian inference; MCMC.

The estimation of multivariate random coefficient autoregressive models,
D. F. Nicholls and B. G. Quinn, in Journal of Multivariate Analysis (1981)
Keywords: random coefficient multiple autoregression strict stationarity ergodic martingale

Statistical inference in a random coefficient panel model,
Lajos Horvath and Lorenzo Trapani, in Journal of Econometrics (2016)
Keywords: Random Coefficient Autoregression; Panel data; WLS estimator; Common factors;

Random Coefficient Logit Model for Large Datasets,
Carlos Hernández-Mireles and Dennis Fok, from Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam (2010)
Keywords: aggregate share models, bayesian analysis, random coefficient logit

Semiparametric Estimation of Random Coefficients in Structural Economic Models,
Stefan Hoderlein, Lars Nesheim and Anna Simoni, from Boston College Department of Economics (2016)
Keywords: Nonlinear random coefficients, mixture models, structural models, heterogeneity, inverse problems

Random Coefficients in Static Games of Complete Information,
Fabian Dunker, Stefan Hoderlein and Hiroaki Kaido, from Boston College Department of Economics (2013)
Keywords: Games, Heterogeneity, Nonparametric Identification, Random Coefficients, Inverse Problems

Random coefficients in static games of complete information,
Fabian Dunker, Stefan Hoderlein and Hiroaki Kaido, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013)
Keywords: Games, heterogeneity, nonparametric identification, random coefficients, inverse problems

The Determinants of Trade Costs: A Random Coefficients Approach,
Peter Egger and Jan Prusa, from CESifo (2014)
Keywords: bilateral trade flows, gravity equation, random coefficients model, trade costs

Growth Curve Model with Bilinear Random Coefficients,
Shinpei Imori, Dietrich Rosen and Ryoya Oda, in Sankhya A: The Indian Journal of Statistics (2022)
Keywords: Consistency, Growth curve model, Maximum likelihood estimators, Random coefficients.

Resolvent estimators for functional autoregressive processes with random coefficients,
Souad Boukhiar and Tahar Mourid, in Journal of Multivariate Analysis (2022)
Keywords: AR process; Covariance operators; Functional data; Random coefficients; Resolvent estimators;

A simple estimator for the correlated random coefficient model,
Rembert De Blander, in Economics Letters (2010)
Keywords: Average treatment effect Correlated random coefficients Unobserved heterogeneity

Testing for strict stationarity in a random coefficient autoregressive model,
Lorenzo Trapani, from University of Nottingham, Granger Centre for Time Series Econometrics (2018)
Keywords: Random Coefficient AutoRegression, Stationarity, Unit Root, Heavy Tails, Randomised Tests.

A Note on Nonparametric Identification of Distributions of Random Coefficients in Multinomial Choice Models,
Jeremy Fox, in Annals of Economics and Statistics (2021)
Keywords: Discrete Choice, Multinomial Choice, Random Coefficients, Demand.

Joint aggregation of random-coefficient AR(1) processes with common innovations,
Vytautė Pilipauskaitė and Donatas Surgailis, in Statistics & Probability Letters (2015)
Keywords: Aggregation; Random-coefficient AR(1) process; Intermediate scaling;

A test for strict stationarity in a random coefficient autoregressive model of order 1,
Lorenzo Trapani, in Statistics & Probability Letters (2021)
Keywords: Random coefficient autoregression; Stationarity; Heavy tails;

The K-level crossings of a random algebraic polynomial with dependent coefficients,
Jeffrey Matayoshi, in Statistics & Probability Letters (2012)
Keywords: Random polynomials; Level crossings; Dependent coefficients;

Improving the Performance of Random Coefficients Demand Models: the Role of Optimal Instruments,
Frank Verboven and Mathias Reynaert, from C.E.P.R. Discussion Papers (2012)
Keywords: Optimal instruments; Random coefficients demand model

Heterogeneity in Returns to Scale: A Random Coefficient Analysis with Unbalanced Panel Data,
Erik Biorn, Kjersti-Gro Lindquist and Terje Skjerpen, from Statistics Norway, Research Department (2000)
Keywords: Panel Data. Economies of Scale. Heterogeneity. Random Coefficients

Heterogeneity in Returns to Scale: A Random Coefficient Analysis with Unbalanced Panel Data,
Erik Biorn, Kjersti-Gro Lindquist and Terje Skjerpen, in Journal of Productivity Analysis (2002)
Keywords: panel data, economies of scale, heterogeneity, random coefficients,

Nonparametric identification of random coefficients in aggregate demand models for differentiated products,
Fabian Dunker, Stefan Hoderlein and Hiroaki Kaido, in The Econometrics Journal (2023)
Keywords: Random coefficients, aggregate demand, nonparametric identification

TESTING BRAND VALUE MEASUREMENT METHODS IN A RANDOM COEFFICIENT MODELING FRAMEWORK,
Szõcs Attila, in Annals of Faculty of Economics (2014)
Keywords: random coefficients logit, brand equity, brand value

A note on functional form specification in random coefficients stochastic frontier models,
Ioannis Skevas, in Journal of Productivity Analysis (2024)
Keywords: Random coefficients, Stochastic frontier, Functional form, Translog

Rank tests for testing the randomness of autoregressive coefficients,
R. V. Ramanathan and M. B. Rajarshi, in Statistics & Probability Letters (1994)
Keywords: Asymptotic relative efficiency Random coefficient autoregressive models Randomly weighted empirical processes Rank tests

Estimation on random coefficient model with unbalanced data,
Hironori Fujisawa, in Statistics & Probability Letters (1996)
Keywords: Consistency Random coefficient model Random effect Maximum likelihood estimator Unbalanced data

An instrumental variable random coefficients model for binary outcomes,
Andrew Chesher and Adam Rosen, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012)
Keywords: random coefficients, instrumental variables, endogeneity, incomplete models, set identification, partial identification, random sets

Generalized Random Coefficients With Equivalence Scale Applications,
Arthur Lewbel and Krishna Pendakur, from Department of Economics, Simon Fraser University (2012)
Keywords: Unobserved heterogeneity; Nonseparable errors; Random utility parameters; Random coefficients; Equivalence scales; Consumer surplus; Welfare calculations

Iterated scaling limits for aggregation of random coefficient AR(1) and INAR(1) processes,
Fanni Nedényi and Gyula Pap, in Statistics & Probability Letters (2016)
Keywords: Random coefficient AR(1) processes; Random coefficient INAR(1) processes; Temporal aggregation; Contemporaneous aggregation; Idiosyncratic innovations;

Random Coefficients on Endogenous Variables in Simultaneous Equations Models,
Matthew Masten, in The Review of Economic Studies (2018)
Keywords: Simultaneous equations models, Random coefficients, Non-parametric identification, Instrumental variables, Social interactions

An Exponential Endogenous Switching Regression with Correlated Random Coefficients,
Myoung-Jin Keay, in Econometrics (2021)
Keywords: Correlated Random Coefficient; average treatment effect; exponential model; endogenous switching regression

The sequential estimation in stochastic regression model with random coefficients,
Sangyeol Lee, in Statistics & Probability Letters (2003)
Keywords: Sequential estimation Fixed accuracy confidence set Asymptotic risk efficiency Stochastic regression model with random coefficients RCA model

Minimum distance estimation for random coefficient autoregressive models,
V. Swaminathan and U. V. Naik-Nimbalkar, in Statistics & Probability Letters (1997)
Keywords: Random coefficient autoregressive models Minimum distance estimator Absolute regularity Geometric ergodicity

On asymptotic size distortions in the random coefficients logit model,
Philipp Ketz, in Journal of Econometrics (2019)
Keywords: Asymptotic size; Boundary; Lack of first-order identification; Size distortion; Random coefficients logit model;

Choice models with stochastic variables and random coefficients,
Mehek Biswas, Chandra R. Bhat, Sulagna Ghosh and Abdul Rawoof Pinjari, in Journal of choice modelling (2024)
Keywords: Discrete choice; Stochastic variables; Random coefficients; Identification; Integrated choice and latent variable (ICLV) models;

The determinants of trade costs: a random coefficient approach,
Peter Egger and Jan Průša, in Empirical Economics (2016)
Keywords: Bilateral trade flows, Gravity equation, Random coefficient model, Trade costs, C29, F12, F17,

Parametrically and Semiparametrically Efficient Detection of Random Regression Coefficients,
Mohamed Fihri, Abdelhadi Akharif, Amal Mellouk and Marc Hallin, from ULB -- Universite Libre de Bruxelles (2017)
Keywords: local Asymptotic normality; optimal tests; pseudo-gaussian test; semiparametric efficiency; rank tests; random coefficient regression model

Efficient detection of random coefficients in autoregressive models,
Abdelhadi Akharif and Marc Hallin, from ULB -- Universite Libre de Bruxelles (2003)
Keywords: Local asymptotic normality; One-sided multiparameter alternatives; One-sided multiparameter tests; Random coefficient autoregressive models

Goodness of Fit Tests in Random Coefficient Regression Models,
Pedro Delicado and Juan Romo, in Annals of the Institute of Statistical Mathematics (1999)
Keywords: Empirical processes, goodness of fit, linear regression, random coefficient, Vapnik-Cervonenkis classes,

Optimal estimation in random coefficient regression models,
T. Ramanathan and M. Rajarshi, in Annals of the Institute of Statistical Mathematics (1992)
Keywords: Conditional estimating function, random coefficient regression models, semi-parametric models, stratified data,

Detecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Coefficient Model,
Anurag Banerjee, Guillaume Chevillon and Marie Kratz, from HAL (2013)
Keywords: Local Asymptotics,Asset Prices,Bubbles,Random Coefficient Autoregressive Model

The maximally selected likelihood ratio test in random coefficient models,
Lajos Horvath, Lorenzo Trapani and Jeremy Vander, in The Econometrics Journal (2024)
Keywords: Change-point detection, likelihood ratio, random coefficient autoregression

Comparing Parameter Estimation of Random Coefficient Autoregressive Model by Frequentist Method,
Autcha Araveeporn, in Mathematics (2020)
Keywords: least-squares method; maximum likelihood method; random coefficient autoregressive model

Estimation of Coefficient of Variation Using Calibrated Estimators in Double Stratified Random Sampling,
Usman Shahzad, Ishfaq Ahmad, Amelia V. García-Luengo, Tolga Zaman, Nadia H. Al-Noor and Anoop Kumar, in Mathematics (2023)
Keywords: coefficient of variation; linear moments; calibration approach; double stratified random sampling

Exploring consumer preferences for electric vehicles based on the random coefficient logit model,
Siqin Xiong, Yi Yuan, Jia Yao, Bo Bai and Xiaoming Ma, in Energy (2023)
Keywords: Consumer preferences; Electric vehicles; Random coefficient logit model; regional disparity;

Confidence intervals of willingness-to-pay for random coefficient logit models,
Michiel Bliemer and John Rose, in Transportation Research Part B: Methodological (2013)
Keywords: Willingness-to-pay; Confidence intervals; Random coefficient logit; Delta method;

R-optimal designs for individual prediction in random coefficient regression models,
Lei He and Daojiang He, in Statistics & Probability Letters (2020)
Keywords: R-optimal designs; Prediction; Random-coefficient regression; Equivalence theorem;

Comments on the presence of serial correlation in the random coefficients of an autoregressive process,
Frédéric Proïa and Marius Soltane, in Statistics & Probability Letters (2021)
Keywords: RCAR process; Time series; Random coefficients; OLS estimation;

Bayesian analysis of random coefficient logit models using aggregate data,
Renna Jiang, Puneet Manchanda and Peter Rossi, in Journal of Econometrics (2009)
Keywords: Random coefficient logit Aggregate share models Bayesian analysis

Binary response correlated random coefficient panel data models,
Yichen Gao, Cong Li and Zhongwen Liang, in Journal of Econometrics (2015)
Keywords: Random coefficient; Binary choice; Nonparametric; Panel data; Specification test;

A simple nonparametric approach to estimating the distribution of random coefficients in structural models,
Jeremy Fox, Kyoo il Kim and Chenyu Yang, in Journal of Econometrics (2016)
Keywords: Random coefficients; Mixtures; Discrete choices; Dynamic programming; Sieve estimation;

Using penalized likelihood to select parameters in a random coefficients multinomial logit model,
Joel L. Horowitz and Lars Nesheim, in Journal of Econometrics (2021)
Keywords: Penalized estimation; Adaptive LASSO; Random coefficients; Logit model;

Nonparametric estimation of the random coefficients model: An elastic net approach,
Florian Heiss, Stephan Hetzenecker and Maximilian Osterhaus, in Journal of Econometrics (2022)
Keywords: Random coefficients; Mixed logit; Nonparametric estimation; Elastic net;

Semi-nonparametric estimation of random coefficients logit model for aggregate demand,
Zhentong Lu, Xiaoxia Shi and Jing Tao, in Journal of Econometrics (2023)
Keywords: Demand estimation; Differentiated products; Random coefficients logit; Semi-nonparametric estimation;

A Correlated Random Coefficient panel model with time-varying endogeneity,
Louise Laage, in Journal of Econometrics (2024)
Keywords: Panel data; Random coefficients; Time-varying endogeneity; Control function approach;

Nonparametric estimation of the random coefficients model: An elastic net approach,
Florian Heiss, Stephan Hetzenecker and Maximilian Osterhaus, from Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE) (2019)
Keywords: Random Coefficients, Mixed Logit, Nonparametric Estimation, Elastic Net

Nonparametric estimation of the random coefficients model: An elastic net approach,
Florian Heiss, Stephan Hetzenecker and Maximilian Osterhaus, from RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen (2019)
Keywords: random coefficients, mixed logit, nonparametric estimation, elastic net

Transportation System and Trade Flows in Port Cities of China: A Random Coefficient Model,
Xu Lizhi, Fang Shu-Cherng, Lai Kin Keung, Qiao Han and Wang Shouyang, in Journal of Systems Science and Information (2015)
Keywords: gravity model, random coefficient model, bilateral trade flows, port city

Convergence of the CUSUM estimation for a mean shift in linear processes with random coefficients,
Yi Wu, Wei Wang and Xuejun Wang, in Computational Statistics (2024)
Keywords: Linear process, Random coefficients, Convergence, Cumulative sum estimator, Change point

Testing for a Unit Root in a Random Coefficient Panel Data Model,
Joakim Westerlund and Rolf Larsson, from University of Gothenburg, Department of Economics (2009)
Keywords: Panel unit root test; Random coefficient autoregressive model

A Correlated Random Coefficient Panel Model with Time-Varying Endogeneity,
Louise Laage, from Georgetown University, Department of Economics (2021)
Keywords: Panel Data, Random Coefficients, Endogeneity, Control Variables, Nonparametric Identification

Detecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Coefficient Model,
Anurag Banerjee, Guillaume Chevillon and Marie Kratz, from ESSEC Research Center, ESSEC Business School (2013)
Keywords: Bubbles; Random Coefficient Autoregressive Model; Local Asymptotics; Asset Prices

Random Coefficients and Unbalanced Panels: An Application on Data from Norwegian Chemical Plants,
Erik Biorn and Kjersti-Gro Lindquist, from Statistics Norway, Research Department (1998)
Keywords: Panel Data. Random Coefficients. Unbalanced Data. Heterogeneity. Production technology