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EconStor >
ifo Institut – Leibniz-Institut für Wirtschaftsforschung an der Universität München >
CESifo Working Papers, CESifo Group Munich >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/10419/18802
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Full metadata record
| DC Field | | Value | | Language |
| dc.contributor.author | | Pesaran, Mohammad Hashem | | en_US |
| dc.contributor.author | | Yamagata, Takashi | | en_US |
| dc.date.accessioned | | 2009-01-28T15:52:59Z | | - |
| dc.date.available | | 2009-01-28T15:52:59Z | | - |
| dc.date.issued | | 2005 | | en_US |
| dc.identifier.uri | | http://hdl.handle.net/10419/18802 | | - |
| dc.description.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. | | en_US |
| dc.language.iso | | eng | | en_US |
| dc.relation.ispartofseries | | CESifo working papers 1438 | | en_US |
| dc.subject.jel | | C12 | | en_US |
| dc.subject.jel | | C33 | | en_US |
| dc.subject.ddc | | 330 | | en_US |
| dc.subject.keyword | | testing slope homogeneity | | en_US |
| dc.subject.keyword | | Hausman type tests | | en_US |
| dc.subject.keyword | | cross section dispersion tests | | en_US |
| dc.subject.keyword | | Monte Carlo results | | en_US |
| dc.subject.keyword | | PSID earnings dynamics | | en_US |
| dc.subject.stw | | Panel | | en_US |
| dc.subject.stw | | Statistischer Test | | en_US |
| dc.title | | Testing slope homogeneity in large panels | | en_US |
| dc.type | | Working Paper | | en_US |
| dc.identifier.ppn | | 485161745 | | en_US |
| dc.rights | | http://www.econstor.eu/dspace/Nutzungsbedingungen | | - |
| Appears in Collections: | | CESifo Working Papers, CESifo Group Munich
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