A Test for Slope Heterogeneity in Fixed Effects Models
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Cites work
- scientific article; zbMATH DE number 1261669 (Why is no real title available?)
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS
- A Simple Test for Heteroscedasticity and Random Coefficient Variation
- Analysis of Covariance with Qualitative Data
- Analysis of panel data
- Comparison of Estimators of Heteroscedastic Variances in Linear Models
- Econometric analysis of panel data
- Efficient Inference in a Random Coefficient Regression Model
- Panel estimates of the gender earnings gap. Individual-specific intercept and individual-specific slope models
- Testing slope homogeneity in large panels
- Tests of Equality Between Sets of Coefficients in Two Linear Regressions
- Use of the Chow Test under Heteroscedasticity
Cited in
(26)- Testing for heteroskedasticity in fixed effects models
- Estimation of heterogeneous panels with systematic slope variations
- Testing for heteroskedasticity in panel data models with interactive fixed effects
- Persistence heterogeneity testing in panels with interactive fixed effects
- Testing homogeneity in panel data models with interactive fixed effects
- Homogeneous vs. heterogeneous transition functions in panel smooth transition regressions
- Rank-based test for slope homogeneity in high-dimensional panel data models
- Neyman's \({\mathrm C}(\alpha)\) test for unobserved heterogeneity
- Testing many restrictions under heteroskedasticity
- Testing for parameter constancy in the time series direction in panel data models
- Five diagnostic tests for unobserved cluster effects
- Unobserved Heterogeneity in Income Dynamics: An Empirical Bayes Perspective
- Synthetic Control Estimation Beyond Comparative Case Studies: Does the Minimum Wage Reduce Employment?
- Intercept homogeneity test for fixed effect models under cross-sectional dependence: some insights
- On a Simple Test for Neglected Heterogeneity in Panel Studies
- Testing for time-invariant unobserved heterogeneity in generalized linear models for panel data
- New approaches for testing slope homogeneity in large panel data models
- A practical test for strict exogeneity in linear panel data models with fixed effects
- Testing slope homogeneity in panel data models with a multifactor error structure
- Moment-based estimation of linear panel data models with factor-augmented errors
- A simple new test for slope homogeneity in panel data models with interactive effects
- Testing slope homogeneity in large panels
- Testing for homogeneity in cross-lagged panel studies
- Testing inference in heteroskedastic fixed effects models
- Lagrange multiplier type tests for slope homogeneity in panel data models
- Pseudo-Gaussian and rank-based optimal tests for random individual effects in large n small T panels
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