Testing slope homogeneity in large panels with serial correlation

DOI10.1016/J.ECONLET.2013.09.012MaRDI QIDQ2453036zbMATH OpenOpenAlexFDO

Authors Johan Blomquist, Joakim Westerlund

Publication date 6 June 2014

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2013.09.012

zbMATH Keywords

serial correlationheteroskedasticitypanel datahomogeneity

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)

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Cites work

• An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
• Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
• How Much Should We Trust Differences-In-Differences Estimates?
• Testing slope homogeneity in large panels
• Testing slope homogeneity in large panels with serial correlation
• Useful matrix transformations for panel data analysis: a survey

Cited in

(12)

• Synthetic Control Estimation Beyond Comparative Case Studies: Does the Minimum Wage Reduce Employment?
• Testing slope homogeneity in panel data models with a multifactor error structure
• Lagrange multiplier type tests for slope homogeneity in panel data models
• Testing for Slope Heterogeneity Bias in Panel Data Models
• Testing slope homogeneity in large panels
• Editorial: Celebrating 40 years of panel data analysis: past, present and future
• Inferential theory for heterogeneity and cointegration in large panels
• Cross-section bootstrap for CCE regressions
• A simple new test for slope homogeneity in panel data models with interactive effects
• Testing slope homogeneity in large panels with serial correlation
• Validating approximate slope homogeneity in large panels
• Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity

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