A Test for Slope Heterogeneity in Fixed Effects Models

DOI10.1080/07474938.2013.806708zbMATH Open1491.62059OpenAlexW2003726644MaRDI QIDQ5080477FDOQ5080477

Authors: Oleksandr Lugovskyy, Ted Juhl 

Publication date: 31 May 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938.2013.806708

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zbMATH Keywords

fixed effectsheterogeneitypanel data

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

Cites Work

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• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• Analysis of Covariance with Qualitative Data
• A Simple Test for Heteroscedasticity and Random Coefficient Variation
• Tests of Equality Between Sets of Coefficients in Two Linear Regressions
• Testing slope homogeneity in large panels
• Efficient Inference in a Random Coefficient Regression Model
• Analysis of panel data
• A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS
• Use of the Chow Test under Heteroscedasticity
• Panel estimates of the gender earnings gap. Individual-specific intercept and individual-specific slope models
• Comparison of Estimators of Heteroscedastic Variances in Linear Models
• Econometric analysis of panel data

Cited In (25)

• Testing for heteroskedasticity in panel data models with interactive fixed effects
• Estimation of heterogeneous panels with systematic slope variations
• 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
• Unobserved Heterogeneity in Income Dynamics: An Empirical Bayes Perspective
• Five diagnostic tests for unobserved cluster effects
• 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
• 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
• Testing for heteroskedasticity in fixed effects models

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