Please use this identifier to cite or link to this item: http://dspace.mediu.edu.my:8181/xmlui/handle/10419/18802
Title: Testing slope homogeneity in large panels
Keywords: C12
C33
ddc:330
testing slope homogeneity
Hausman type tests
cross section dispersion tests
Monte Carlo results
PSID earnings dynamics
Panel
Statistischer Test
Issue Date: 16-Oct-2013
Description: This 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.
URI: http://koha.mediu.edu.my:8181/xmlui/handle/10419/18802
Other Identifiers: http://hdl.handle.net/10419/18802
ppn:485161745
Appears in Collections:EconStor

Files in This Item:
There are no files associated with this item.


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.