Testing slope homogeneity in large panels

DOI10.1016/J.JECONOM.2007.05.010zbMATH Open1418.62530OpenAlexW3123095200MaRDI QIDQ290939FDOQ290939

Authors: M. Hashem Pesaran, Takashi Yamagata 

Publication date: 3 June 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2007.05.010

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zbMATH Keywords

dispersion testslarge panelsMonte Carlo resultstests of slope homogeneity

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20)

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Cited In (48)

• Financial crises and economic recovery: cross-country heterogeneity and cross-sectional dependence
• Detecting homogenous predictors in high-dimensional panel model with an MCMC algorithm
• International fiscal-financial spillovers: the effect of fiscal shocks on cross-border bank lending
• Testing for Slope Heterogeneity Bias in Panel Data Models
• Expectation of quadratic forms in normal and nonnormal variables with applications
• Editorial: Celebrating 40 years of panel data analysis: past, present and future
• Estimation of heterogeneous panels with systematic slope variations
• Inferential theory for heterogeneity and cointegration in large panels
• Persistence heterogeneity testing in panels with interactive fixed effects
• Multivariate trend function testing with mixed stationary and integrated disturbances
• Testing homogeneity in panel data models with interactive fixed effects
• Are professional forecasters Bayesian?
• Currency misalignments in the BRIICS countries: fixed vs. floating exchange rates
• A joint serial correlation test for linear panel data models
• Testing slope homogeneity in large panels with serial correlation
• Estimation of heterogeneous autoregressive parameters with short panel data
• Inference without smoothing for large panels with cross-sectional and temporal dependence
• Rank-based test for slope homogeneity in high-dimensional panel data models
• Neyman's \({\mathrm C}(\alpha)\) test for unobserved heterogeneity
• Panel cointegration with global stochastic trends
• Testing for parameter constancy in the time series direction in panel data models
• On time-varying factor models: estimation and testing
• A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data
• Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity
• Synthetic Control Estimation Beyond Comparative Case Studies: Does the Minimum Wage Reduce Employment?
• A nonparametric poolability test for panel data models with cross section dependence
• Technological innovation, natural resources, financial inclusion, and environmental degradation in BRI economies
• Panel data models with time-varying latent group structures
• Identifying latent grouped patterns in panel data models with interactive fixed effects
• Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso
• On the asymptotic \(t\)-test for large nonstationary panel models
• Heterogeneity in dynamic discrete choice models
• Uniform inference in linear panel data models with two-dimensional heterogeneity
• Testing slope homogeneity in panel data models with a multifactor error structure
• Detection and localization of changes in a panel of densities
• Inference and testing breaks in large dynamic panels with strong cross sectional dependence
• A simple new test for slope homogeneity in panel data models with interactive effects
• Validating approximate slope homogeneity in large panels
• Panel data analysis with heterogeneous dynamics
• Estimation of heterogeneous panels with structural breaks
• The role of heterogeneous risk preferences, discount rates, and earnings expectations in college major choice
• Cross-section bootstrap for CCE regressions
• A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR
• A Test for Slope Heterogeneity in Fixed Effects Models
• Heterogeneous panel data models with cross-sectional dependence
• Lagrange multiplier type tests for slope homogeneity in panel data models
• A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models
• Testing for heteroskedasticity in fixed effects models

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