Testing slope homogeneity in large panels

DOI10.1016/j.jeconom.2007.05.010zbMath1418.62530OpenAlexW3123095200MaRDI QIDQ290939

Takashi Yamagata, M. Hashem Pesaran

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

zbMATH Keywords

Monte Carlo resultsdispersion testslarge panelstests of slope homogeneity

Mathematics Subject Classification ID

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

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