A simple new test for slope homogeneity in panel data models with interactive effects

DOI10.1016/j.econlet.2015.09.019zbMath1398.62361OpenAlexW1834468448MaRDI QIDQ114806

Tomohiro Ando, Jushan Bai, Tomohiro Ando, Jushan Bai

Publication date: November 2015

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2015.09.019

zbMATH Keywords

cross-sectional dependenceendogenous regressorsslope homogeneity

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)

Related Items (4)

Testing slope homogeneity in panel data models with a multifactor error structure ⋮ Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity ⋮ Panel data models with time-varying latent group structures ⋮ PDMIF

Cites Work

• Testing slope homogeneity in large panels
• The econometrics of panel data. Handbook of theory and applications.
• Testing slope homogeneity in large panels with serial correlation
• Dynamic panel estimation and homogeneity testing under cross section dependence
• TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS
• Panel Data Models With Interactive Fixed Effects
• Determining the Number of Factors in Approximate Factor Models
• Efficient Inference in a Random Coefficient Regression Model

This page was built for publication: A simple new test for slope homogeneity in panel data models with interactive effects