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ifo Institut – Leibniz-Institut für Wirtschaftsforschung an der Universität München >
CESifo Working Papers, CESifo Group Munich >
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http://hdl.handle.net/10419/18802
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| Title: | | Testing slope homogeneity in large panels  |
| Authors: | | Pesaran, Mohammad Hashem Yamagata, Takashi |
| Issue Date: | | 2005 |
| Series/Report no.: | | CESifo working papers 1438 |
| Abstract: | | This paper proposes a modified version of Swamy?s test of slope homogeneity for panel data models where the cross section dimension (N) could be large relative to the time series dimension (T). The proposed test exploits the cross section dispersion of individual slopes weighted by their relative precision. |
| Subjects: | | testing slope homogeneity Hausman type tests cross section dispersion tests Monte Carlo results PSID earnings dynamics |
| JEL: | | C12 C33 |
| Document Type: | | Working Paper |
| Appears in Collections: | | CESifo Working Papers, CESifo Group Munich
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