Hsiao, Cheng; Li, Qi; Liang, Zhongwen; Xie, Wei - In: Econometrics : open access journal 7 (2019) 1/7, pp. 1-18
the known correlation pattern, we derive the asymptotic properties of panel least squares estimators. Simulations are used …This paper considers methods of estimating a static correlated random coefficient model with panel data. We mainly … estimator, we show that when T is large, a generalized least squares estimator that ignores the correlation between the …