The DOI matches its Crossref record.
Efficient Inference in a Random Coefficient Regression Model
Abstract
Computes a GLS matrix weighted estimator for a panel data set. meangroup.src does a similar estimator, but uses simple weighted average rather than a matrix-weighted average. Swamy(1970), Efficient Inference in a Random Coefficient Regression Model, Econometrica, vol 38, 311-323. (This abstract was borrowed from another version of this item.)
Overview
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Self-check
Percentages, sums and reported differences re-computed from the paper’s own numbers.
The self-check needs the paper’s full text.
Citations
Cited by
Pooled Mean Group Estimation of Dynamic Heterogeneous Panels
Pesaran, M. H., Shin, Y., & Smith, R. P. (1999) · Journal of the American Statistical Association · doi:10.1080/01621459.1999.10474156 · Cited by 6,683
Testing for Granger non-causality in heterogeneous panels
Dumitrescu, E.-I., & Hurlin, C. (2012) · Economic Modelling · doi:10.1016/j.econmod.2012.02.014 · Cited by 5,922
Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
Pesaran, M. H. (2006) · Econometrica · doi:10.1111/j.1468-0262.2006.00692.x · Cited by 5,078
Panel Data Econometrics in R : The plm Package
Croissant, Y., & Millo, G. (2008) · Journal of Statistical Software · doi:10.18637/jss.v027.i02 · Cited by 1,243
Dong, K., Hochman, G., Zhang, Y., Sun, R., Li, H., & Liao, H. (2018) · Energy Economics · doi:10.1016/j.eneco.2018.08.017 · Cited by 700
Metadata
- Authors
- Swamy, P. A. V. B.
- Venue
- Econometrica
- Publisher
- JSTOR
- Published
- 1970-03
- Volume
- 38
- Issue
- 2
- Pages
- 311
- ISSN
- 0012-9682 (ISSN-L)
- OpenAlex
- W1975650452
- Cited by
- 2,267
- References
- 0
- FWCI
- 58.91
- Type
- journal article
- Language
- en
- Open access
- closed
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
Are you an author, or do you see a problem with this page? Request a review
How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: Efficient Inference in a Random Coefficient Regression Model. https://app.cochat.ai/papers/10.2307/1913012
- The paper
- Swamy, P. A. V. B. (1970). Efficient Inference in a Random Coefficient Regression Model. Econometrica. https://doi.org/10.2307/1913012
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.