Mousa, Amani; Youssef, Ahmed H.; Abonazel, Mohamed R. - Volkswirtschaftliche Fakultät, … - 2011
A particularly useful approach for analyzing pooled cross sectional and time series data is Swamy's random coefficient panel data (RCPD) model. This paper examines the performance of Swamy's estimators and tests associated with this model by using Monte Carlo simulation. The Monte Carlo study...