Intercept homogeneity test for fixed effect models under cross-sectional dependence: some insights

DOI10.1515/jem-2015-0004zbMath1400.62312OpenAlexW3124593356MaRDI QIDQ1669821

Samarjit Das, Gopal Krishna Basak

Publication date: 4 September 2018

Published in: Journal of Econometric Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/jem-2015-0004

zbMATH Keywords

panel datafixed effect modelrandom effect modelstrong and weak dependencecross-sectional dependencecommon factorHausman testrobust testpoolability test

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

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• Weak and strong cross‐section dependence and estimation of large panels
• A robust test for the coincidence of regressions
• Specification Tests in Econometrics
• On the Pooling of Time Series and Cross Section Data
• Stochastic Frontier Analysis
• Cross-Section Regression with Common Shocks

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