Lagrange multiplier type tests for slope homogeneity in panel data models

DOI10.1111/ectj.12070OpenAlexW2579036037MaRDI QIDQ5093938

Jörg Breitung, Nazarii Salish, Christoph Roling

Publication date: 2 August 2022

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/ectj.12070

zbMATH Keywords

random coefficientspanel data modelLM testheterogeneous coefficients

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (5)

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 ⋮ Homogeneous vs. heterogeneous transition functions in panel smooth transition regressions

This page was built for publication: Lagrange multiplier type tests for slope homogeneity in panel data models