Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/18802
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dc.contributor.authorPesaran, Mohammad Hashemen_US
dc.contributor.authorYamagata, Takashien_US
dc.date.accessioned2009-01-28T15:52:59Z-
dc.date.available2009-01-28T15:52:59Z-
dc.date.issued2005en_US
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_US
dc.language.isoengen_US
dc.publisher|aCenter for Economic Studies and Ifo Institute (CESifo) |cMunich-
dc.relation.ispartofseries|aCESifo Working Paper |x1438en_US
dc.subject.jelC12en_US
dc.subject.jelC33en_US
dc.subject.ddc330en_US
dc.subject.keywordtesting slope homogeneityen_US
dc.subject.keywordHausman type testsen_US
dc.subject.keywordcross section dispersion testsen_US
dc.subject.keywordMonte Carlo resultsen_US
dc.subject.keywordPSID earnings dynamicsen_US
dc.subject.stwPanelen_US
dc.subject.stwStatistischer Testen_US
dc.titleTesting slope homogeneity in large panelsen_US
dc.typeWorking Paperen_US
dc.identifier.ppn485161745en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-

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