Testing slope homogeneity in panel data models with a multifactor error structure
From MaRDI portal
Publication:2175649
DOI10.1007/s00362-017-0929-1zbMath1437.62073OpenAlexW2735197938MaRDI QIDQ2175649
Publication date: 29 April 2020
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-017-0929-1
Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20) Causal inference from observational studies (62D20)
Related Items (1)
Cites Work
- Unnamed Item
- A simple new test for slope homogeneity in panel data models with interactive effects
- Testing slope homogeneity in large panels
- Divergence-based tests of homogeneity for spatial data
- Pooled estimators vs. their heterogeneous counterparts in the context of dynamic demand for gasoline
- Misspecified heterogeneity in panel data models
- Properties of shrinkage estimators in linear regression when disturbances are not normal
- Expectation of quadratic forms in normal and nonnormal variables with applications
- Cross-sectional averages versus principal components
- Testing for a unit root in panels with dynamic factors
- Testing slope homogeneity in large panels with serial correlation
- Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
- A Laplace approximation to the moments of a ratio of quadratic forms
- Dynamic panel estimation and homogeneity testing under cross section dependence
- TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS
- A Test for Slope Heterogeneity in Fixed Effects Models
- Lagrange multiplier type tests for slope homogeneity in panel data models
- Panel Data Models With Interactive Fixed Effects
- Finite Sample Econometrics
This page was built for publication: Testing slope homogeneity in panel data models with a multifactor error structure
