Mousa, Amani and Youssef, Ahmed H. and Abonazel, Mohamed R. (2011): A Monte Carlo Study for Swamy’s Estimate of Random Coefficient Panel Data Model. Published in: InterStat Journal , Vol. 2011, No. April, No. 4 : pp. 112.

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Abstract
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 shed some light into how well the Swamy's estimate perform in small, medium, and large samples, in cases when the regression coefficients are fixed, random, and mixed. The Monte Carlo simulation results suggest that the Swamy's estimate perform well in small samples if the coefficients are random and but it does not when regression coefficients are fixed or mixed. But if the samples sizes are medium or large, the Swamy's estimate performs well when the regression coefficients are fixed, random, or mixed.
Item Type:  MPRA Paper 

Original Title:  A Monte Carlo Study for Swamy’s Estimate of Random Coefficient Panel Data Model 
English Title:  A Monte Carlo Study for Swamy’s Estimate of Random Coefficient Panel Data Model 
Language:  English 
Keywords:  Random Coefficient Panel Data Model, Mixed RCPD Model, Panel Data, Monte Carlo Simulation, Pooling Cross Section and Time Series Data 
Subjects:  C  Mathematical and Quantitative Methods > C1  Econometric and Statistical Methods and Methodology: General C  Mathematical and Quantitative Methods > C1  Econometric and Statistical Methods and Methodology: General > C13  Estimation: General C  Mathematical and Quantitative Methods > C1  Econometric and Statistical Methods and Methodology: General > C15  Statistical Simulation Methods: General C  Mathematical and Quantitative Methods > C3  Multiple or Simultaneous Equation Models ; Multiple Variables C  Mathematical and Quantitative Methods > C3  Multiple or Simultaneous Equation Models ; Multiple Variables > C32  TimeSeries Models ; Dynamic Quantile Regressions ; Dynamic Treatment Effect Models ; Diffusion Processes ; State Space Models C  Mathematical and Quantitative Methods > C3  Multiple or Simultaneous Equation Models ; Multiple Variables > C33  Panel Data Models ; Spatiotemporal Models C  Mathematical and Quantitative Methods > C4  Econometric and Statistical Methods: Special Topics 
Item ID:  49768 
Depositing User:  Dr. Mohamed R. Abonazel 
Date Deposited:  12 Sep 2013 16:54 
Last Modified:  05 Oct 2016 23:26 
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URI:  https://mpra.ub.unimuenchen.de/id/eprint/49768 