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Title:Testing slope homogeneity in large panels PDF Logo
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
Document Type:Working Paper
Appears in Collections:CESifo Working Papers, CESifo Group Munich

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