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The important econometric features of a linear regression model with cross-correlated random coefficients

Authors
Journal
Economics Letters
0165-1765
Publisher
Elsevier
Publication Date
Volume
35
Issue
2
Identifiers
DOI: 10.1016/0165-1765(91)90161-d

Abstract

Abstract Theoretical and empirical research presented illustrates how adding cross-correlated components to the Hildreth-Houck random coefficient regression model can eliminate negative estimated variances and uncover coefficient randomness otherwise masked.

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