A Test for Slope Heterogeneity in Fixed Effects Models

DOI10.1080/07474938.2013.806708zbMath1491.62059OpenAlexW2003726644MaRDI QIDQ5080477

Oleksandr Lugovskyy, Ted Juhl

Publication date: 31 May 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938.2013.806708

zbMATH Keywords

heterogeneityfixed effectspanel data

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

Related Items (6)

Rank-based test for slope homogeneity in high-dimensional panel data models ⋮ Testing slope homogeneity in panel data models with a multifactor error structure ⋮ Testing many restrictions under heteroskedasticity ⋮ Estimation of heterogeneous panels with systematic slope variations ⋮ Testing for parameter constancy in the time series direction in panel data models ⋮ Homogeneous vs. heterogeneous transition functions in panel smooth transition regressions

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• A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS
• Analysis of Covariance with Qualitative Data
• Use of the Chow Test under Heteroscedasticity
• Comparison of Estimators of Heteroscedastic Variances in Linear Models
• Efficient Inference in a Random Coefficient Regression Model

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