Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/18802 
Year of Publication: 
2005
Series/Report no.: 
CESifo Working Paper No. 1438
Publisher: 
Center for Economic Studies and ifo Institute (CESifo), Munich
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
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