Testing slope homogeneity in large panels

DOI10.1016/j.jeconom.2007.05.010zbMath1418.62530MaRDI 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 results; dispersion tests; large panels; tests of slope homogeneity

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62P20: Applications of statistics to economics

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62E20: Asymptotic distribution theory in statistics

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