Search Results - subject:"Random coefficient"

LIVESTOCK PRODUCTIVITY IN CHINA: DATA REVISION AND TOTAL FACTOR PRODUCTIVITY DECOMPOSITION

Ma, Hengyun; Rae, Allan N.; Huang, Jikun - 2004

random coefficient frontier approach, decompose productivity growth into its technical efficiency and technical progress …

Persistent link: https://www.econbiz.de/10009443952

Estimation of the Effects of New Brands on Incumbents' Profits and Consumer Welfare: The U.S. Processed Cheese Market Case

Kim, Donghun - Zwick Center for Food and Resource Policy, Department … - 2004

We estimate the effects of new brands on market competition and consumer welfare in the U.S. processed cheese market. We find that an observed increase in consumer welfare was attributable mainly to an increase in the number of brands in the sample market, while the price effect, which measures...

Persistent link: https://www.econbiz.de/10004989056

A Structural Analysis of the Correlated Random Coefficient Wage Regression Model

Belzil, Christian; Hansen, Jörgen - Groupe d'Analyse et de Théorie Économique Lyon … - 2004

is set in a random coefficient framework. We also analyze the determinants of 3 counterfactual experiments (a college …

Persistent link: https://www.econbiz.de/10005056879

Random Coefficient Panel Data Models

Hsiao, Cheng; Pesaran, M. Hashem - CESifo - 2004

of heterogeneous dynamic panels, testing for homogeneity under weak exogeneity, simultaneous equation random coefficient …This paper provides a review of linear panel data models with slope heterogeneity, introduces various types of random … coefficient models and suggest a common framework for dealing with them. It considers the fundamental issues of statistical …

Persistent link: https://www.econbiz.de/10005765900

Caribbean Business Cycles

Cashin, Paul - International Monetary Fund (IMF) - 2004

This paper identifies and describes key features of Caribbean business cycles during the period 1963-2003. In particular, the chronologies in the Caribbean classical cycle (expansions and contractions in the level of output) and growth cycle (periods of above-trend and below-trend rates of...

Persistent link: https://www.econbiz.de/10005769243

LIVESTOCK PRODUCTIVITY IN CHINA: DATA REVISION AND TOTAL FACTOR PRODUCTIVITY DECOMPOSITION

Ma, Hengyun; Rae, Allan N.; Huang, Jikun - Centre for Applied Economics and Policy Studies (CAPS), … - 2004

random coefficient frontier approach, decompose productivity growth into its technical efficiency and technical progress …

Persistent link: https://www.econbiz.de/10005803081

‘Random Coefficient Panel Data Models’

Hsiao, C.; Pesaran, M.H. - Faculty of Economics, University of Cambridge - 2004

of heterogeneity, simultaneous equation random coefficient models, and the more recent developments in the area of cross …

Persistent link: https://www.econbiz.de/10005113805

The expected sample variance of uncorrelated random variables with a common mean and applications in unbalanced random effects models

Vardeman, Stephen B.; Wendelberger, Joanne R. - 2004 - Rev. version

Persistent link: https://www.econbiz.de/10001981754

Random coefficient panel data models

Hsiao, Cheng; Pesaran, M. Hashem - 2004

of heterogeneous dynamic panels, testing for homogeneity under weak exogeneity, simultaneous equation random coefficient … models, and the more recent developments in the area of cross-sectional dependence in panel data models. Keywords: random … coefficient models, dynamic heterogeneous panels, classical and Bayesian approaches, tests of slope heterogeneity, cross section …

Persistent link: https://www.econbiz.de/10011449962

On the robustness of fixed effects and reated estimators in correlated random coefficient panel data models

Wooldridge, Jeffrey M. - 2003

I show that a class of fixed effects estimators is reasonably robust for estimating the population-averaged slope coefficients in panel data models with individual-specific slopes, where the slopes are allowed to be correlated with the covariates. In addition to including the usual fixed effects...

Persistent link: https://www.econbiz.de/10010318580