37
Views
6
CrossRef citations to date
0
Altmetric
Theory and Method

Estimation of Linear Models with Time and Cross-Sectionally Varying Coefficients

&
Pages 890-898 | Received 01 Mar 1975, Published online: 05 Apr 2012

References

  • Anderson , T. W. 1971 . The Statistical Analysis of Time Series , New York : John Wiley & Sons .
  • October 1973 . Annals of Economic and Social Measurement October , 2
  • Feige , E. L. 1964 . The Demand for Liquid Assets: A Temporal Cross-Section Analysis , Englewood Cliffs , N.J. : Prentice-Hall, Inc. .
  • Feige , E. L. and Swamy , P. A.V.B. 1974 . “A Random Coefficient Model of the Demand for Liquid Assets,” . Journal of Money, Credit and Banking , 6 : 241 – 252 .
  • Froehlich , B. R. 1973 . “Some Estimators for a Random Coefficient Regression Model,” . Journal of the American Statistical Association , 68 : 329 – 335 .
  • Fuller , Wayne A. and Battese , G. E. 1973 . “Transformation for Estimation of Linear Models with Nested-Error Structure,” . Journal of the American Statistical Association , 68 : 626 – 632 .
  • Graybill , Franklin A. 1969 . Introduction to Matrices with Applications in Statistics , Belmont , Calif. : Wadsworth Publishing .
  • Hildreth , C. and Houck , J. P. 1968 . “Some Estimators for a Linear Model with Random Coefficients,” . Journal of the American Statistical Association , 63 : 584 – 595 .
  • Hsiao , Cheng . 1974 . “Statistical Inference for a Model with Both Random Cross-Sectional and Time Effects,” . International Economic Review , 15 : 12 – 30 .
  • Johnson , Richard A. 1970 . “Asymptotic Expansions Associated with Posterior Distributions,” . Annals of Mathematical Statistics , 41 : 851 – 864 .
  • Mehta , J. S. and Swamy , P. A.V.B. 1976 . “Further Evidence on the Relative Efficiencies of Zellner's Seemingly Unrelated Regressions Estimator,” . Journal of the American Statistical Association , 71 : 634 – 639 .
  • Rao , Radhakrishna C. “Least Squares Theory Using an Estimated Dispersion Matrix and Its Application to Measurement of Signals,” . Proceedings of the Fifth Berkeley Symposium on Mathematical Statistics and Probability . Vol. 1 , pp. 355 372 Berkeley and Los Angeles : University of California Press .
  • Rao , Radhakrishna C. 1971a . “Estimation of Variance and Covariance Components—MINQUE Theory,” . Journal of Multivariate Analysis , 1 : 257 – 275 .
  • Rao , Radhakrishna C. 1971b . “Minimum Variance Quadratic Unbiased Estimation of Variance Components,” . Journal of Multivariate Analysis , 1 : 445 – 456 .
  • Rao , Radhakrishna C. 1973 . Linear Statistical Inference and Its Applications, , Second ed. , New York : John Wiley & Sons .
  • Rao , J. N.K. and Subrahmaniam , K. 1971 . “Combining Independent Estimators and Estimation in Linear Regression with Unequal Variances,” . Biometrics , 27 : 971 – 990 .
  • Rosenberg , B. 1973 . “The Analysis of a Cross-Section of Time Series by Stochastically Convergent Parameter Regression,” . Annals of Economic and Social Measurement , 2 : 399 – 428 .
  • Silvey , S. D. 1961 . “A Note on Maximum-Likelihood in the Case of Dependent Random Variables,” . Journal of the Royal Statistical Society , : 444 – 452 . Ser. B
  • Swamy , P. A.V.B. 1970 . “Efficient Inference in a Random Coefficient Regression Model,” . Econometrica , 38 : 311 – 323 .
  • Swamy , P. A.V.B. 1971 . Statistical Inference in Random Coefficient Regression Models , Berlin, Heidelberg , New York : Springer-Verlag .
  • Swamy , P. A.V.B. 1974 . “Linear Models with Random Coefficients,” . In Frontiers in Econometrics , Edited by: Zarembka , P. New York : Academic Press . Chapter v
  • Swamy , P. A.V. and Arora , S. S. 1972 . “The Exact Finite Sample Properties of the Estimators of Coefficients in the Error Components Regression Models,” . Econometrica , 40 : 261 – 275 .
  • Swamy , P. A.V. and Mehta , J. S. 1975 . “Bayesian and Non-Bayesian Analysis of Switching Regressions and Random Coefficient Regression Models,” . Journal of the American Statistical Association , 70 : 593 – 602 .
  • Swamy , P. A.V. , Mehta , J. S. and Tinsley , P. A. 1976 . “Linear Prediction and Estimation Methods for Regression Models with Stationary Stochastic Coefficients,” , Washington , D.C. : Federal Reserve Board . Special Studies Paper
  • Zacks , Shelemyahu . 1971 . The Theory of Statistical Inference , New York : John Wiley & Sons .
  • Zellner , Arnold . 1971 . An Introduction to Bayesian Inference in Econometrics , New York : John Wiley & Sons .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.