xtbhst (Q7368964)

Implements the bootstrap slope heterogeneity test for panel data of Blomquist and Westerlund (2016) <doi:10.1007/s00181-015-0978-z>. Tests the null hypothesis that slope coefficients are homogeneous across cross-sectional units using a block bootstrap of the Swamy-type statistic, with the unit-specific variance estimator of the paper or that of Pesaran and Yamagata (2008) <doi:10.1016/j.jeconom.2007.05.010>, whose Delta and adjusted Delta statistics are reported with asymptotic p-values. Supports partialling out of control variables and cross-sectional averages.