A simple new test for slope homogeneity in panel data models with interactive effects
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Publication:114806
DOI10.1016/j.econlet.2015.09.019zbMath1398.62361OpenAlexW1834468448MaRDI QIDQ114806
Tomohiro Ando, Jushan Bai, Tomohiro Ando, Jushan Bai
Publication date: November 2015
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2015.09.019
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)
Related Items (4)
Testing slope homogeneity in panel data models with a multifactor error structure ⋮ Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity ⋮ Panel data models with time-varying latent group structures ⋮ PDMIF
Cites Work
- Testing slope homogeneity in large panels
- The econometrics of panel data. Handbook of theory and applications.
- Testing slope homogeneity in large panels with serial correlation
- Dynamic panel estimation and homogeneity testing under cross section dependence
- TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS
- Panel Data Models With Interactive Fixed Effects
- Determining the Number of Factors in Approximate Factor Models
- Efficient Inference in a Random Coefficient Regression Model
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