Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/18802 
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dc.contributor.authorPesaran, Mohammad Hashemen
dc.contributor.authorYamagata, Takashien
dc.date.accessioned2009-01-28T15:52:59Z-
dc.date.available2009-01-28T15:52:59Z-
dc.date.issued2005-
dc.identifier.urihttp://hdl.handle.net/10419/18802-
dc.description.abstractThis 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
dc.language.isoengen
dc.publisher|aCenter for Economic Studies and ifo Institute (CESifo) |cMunichen
dc.relation.ispartofseries|aCESifo Working Paper |x1438en
dc.subject.jelC12en
dc.subject.jelC33en
dc.subject.ddc330en
dc.subject.keywordtesting slope homogeneityen
dc.subject.keywordHausman type testsen
dc.subject.keywordcross section dispersion testsen
dc.subject.keywordMonte Carlo resultsen
dc.subject.keywordPSID earnings dynamicsen
dc.subject.stwPanelen
dc.subject.stwStatistischer Testen
dc.titleTesting slope homogeneity in large panels-
dc.typeWorking Paperen
dc.identifier.ppn485161745en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen

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