Arbeitspapier

Testing slope homogeneity in large panels

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This paper proposes a modified version of Swamy's test of slope homogeneity for panel data models where the cross section dimension (N) could be large relative to the time series dimension (T). The proposed test exploits the cross section dispersion of individual slopes weighted by their relative precision.

Sprache
Englisch

Erschienen in
Series: CESifo Working Paper ; No. 1438

Klassifikation
Wirtschaft
Hypothesis Testing: General
Multiple or Simultaneous Equation Models: Panel Data Models; Spatio-temporal Models
Thema
testing slope homogeneity
Hausman type tests
cross section dispersion tests
Monte Carlo results
PSID earnings dynamics
Panel
Statistischer Test

Ereignis
Geistige Schöpfung
(wer)
Pesaran, Mohammad Hashem
Yamagata, Takashi
Ereignis
Veröffentlichung
(wer)
Center for Economic Studies and ifo Institute (CESifo)
(wo)
Munich
(wann)
2005

Handle
Letzte Aktualisierung
10.03.2025, 11:45 MEZ

Datenpartner

Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
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Objekttyp

  • Arbeitspapier

Beteiligte

  • Pesaran, Mohammad Hashem
  • Yamagata, Takashi
  • Center for Economic Studies and ifo Institute (CESifo)

Entstanden

  • 2005

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