Hsiao, Cheng; Li, Qi; Liang, Zhongwen; Xie, Wei - In: Econometrics : open access journal 7 (2019) 1/7, pp. 1-18
focus on comparing two approaches of estimating unconditional mean of the coefficients for the correlated random … coefficients models, the group mean estimator and the generalized least squares estimator. For the group mean estimator, we show …