Comparative Study for Estimating Parameters in Panel Data Model

by Ahmed H. Youssef and Mohamed R. Abonazel.

Abstract: This are fixed, random, and mixed, and proposed the different estimators for this model. We used the Mote Carlo simulation for making comparisons between the behavior of several estimation methods, such as Random Coefficient Regression (RCR), Classical Pooling (CP), and Mean Group (MG) estimators, in the three cases for regression coefficients. The Monte Carlo simulation results suggest that the RCR estimators perform well in small samples if the coefficients are random. Whi

Key Words: Panel Data Model, Random Coefficient Regression Model. Mixed RCR Model, Monte Carlo Simulation, Pooling Cross Section and Time Series Data. Mean Group Estimators. Classical Pooling Estimators

Ahmed H. Youssef,
Mohamed R. Abonazel,

Editor: Ke, Weiming,

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