Arbeitspapier

Testing slope homogeneity in large panels

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.

Language: Englisch

Bibliographic citation: Series: CESifo Working Paper ; No. 1438

Classification: Wirtschaft
Hypothesis Testing: General
Multiple or Simultaneous Equation Models: Panel Data Models; Spatio-temporal Models

Subject: testing slope homogeneity
Hausman type tests
cross section dispersion tests
Monte Carlo results
PSID earnings dynamics
Panel
Statistischer Test

Event: Geistige Schöpfung

(who): Pesaran, Mohammad Hashem
Yamagata, Takashi

Event: Veröffentlichung

(who): Center for Economic Studies and ifo Institute (CESifo)

(where): Munich

(when): 2005

Handle: http://hdl.handle.net/10419/18802

Last update: 10.03.2025, 11:45 AM CET

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Arbeitspapier

Associated

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

Time of origin

2005

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Testing slope homogeneity in large panels

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