Matlab Codes for the Estimation of a Random Coefficient Model for Multidimensional Panel Data created by Monika Avila Marquez [email protected]
This is a preliminary version, if you find any bug please contact me at [email protected].
For theoretical background you can check:
Jaya Krishnakumar, Monika Avila Márquez, László Balázsi, "Random Coefficient Model for Multidimensional Panel Data", Econometrics for Multidimensional Panels. Springer. 2017.
Monika Avila "Random Coefficient Model for Multidimensional Panel Data: Estimation and Testing ". Master Thesis: Supervisor Jaya Krishnakumar. 2016