xtbhst

MaRDI QIDQ7368964CRANFDO

Authors Muhammad Alkhalaf

Last update 1 October 2026

Copyright license GNU General Public License, version 3.0

Software version identifier PACKAGES.rds, 1.0.1, 1.0.2, 1.1.0

Description

Implements the bootstrap slope heterogeneity test for panel data of Blomquist and Westerlund (2016) <doi:10.1007/s00181-015-0978-z>. Tests the null hypothesis that slope coefficients are homogeneous across cross-sectional units using a block bootstrap of the Swamy-type statistic, with the unit-specific variance estimator of the paper or that of Pesaran and Yamagata (2008) <doi:10.1016/j.jeconom.2007.05.010>, whose Delta and adjusted Delta statistics are reported with asymptotic p-values. Supports partialling out of control variables and cross-sectional averages.

Cites work

• Panel bootstrap tests of slope homogeneity
• Testing slope homogeneity in large panels

This page was built for software: xtbhst