Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/18802
Authors: 
Pesaran, Mohammad Hashem
Yamagata, Takashi
Year of Publication: 
2005
Series/Report no.: 
CESifo Working Paper 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

Files in This Item:
File
Size





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.