Intercept homogeneity test for fixed effect models under cross-sectional dependence: some insights
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Publication:1669821
DOI10.1515/jem-2015-0004zbMath1400.62312MaRDI QIDQ1669821
Samarjit Das, Gopal Krishna Basak
Publication date: 4 September 2018
Published in: Journal of Econometric Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/jem-2015-0004
panel data; fixed effect model; random effect model; strong and weak dependence; cross-sectional dependence; common factor; Hausman test; robust test; poolability test
62P20: Applications of statistics to economics
62F03: Parametric hypothesis testing
62F35: Robustness and adaptive procedures (parametric inference)