We consider the problem of testing for slope homogeneity in high-dimensional panel data models with cross-sectionally correlated errors. We consider a Swamy-type test for slope homogeneity by incorporating interactive fixed effects. We show that the proposed test statistic is asymptotically normal. Our test allows the explanatory variables to be correlated with the unobserved factors, factor loadings, or with both. Monte Carlo simulations demonstrate that the proposed test has good size control and good power
This thesis is divided into two distinct parts. The first part contains three chapters, co-authored ...
In this paper we provide a new Central Limit Theorem for estimators of the slope papers in large dyn...
In this paper we provide a new Central Limit Theorem for estimators of the slope papers in large dyn...
We consider the problem of testing for slope homogeneity in high-dimensional panel data models with ...
We consider the problem of testing for slope homogeneity in high-dimensional panel data models with ...
This paper proposes a modified version of Swamy’s test of slope homogeneity for panel data models wh...
This paper proposes a modified version of Swamy’s test of slope homogeneity for panel data models wh...
Pesaran and Yamagata (Pesaran, M.H., Yamagata, T., Testing slope homogeneity in large panels, Journa...
Pesaran and Yamagata (Pesaran, M.H., Yamagata, T., Testing slope homogeneity in large panels, Journa...
Statistical inference for large data panels is omnipresent in modern economic applications. An impor...
This paper proposes two bootstrap-based tests that can be used to infer whether the individual slope...
This paper proposes two bootstrap-based tests that can be used to infer whether the individual slope...
This paper proposes two bootstrap-based tests that can be used to infer whether the individual slope...
This article proposes tests for slope homogeneity across individuals in quantile regression fixed ef...
This article proposes tests for slope homogeneity across individuals in quantile regression fixed ef...
This thesis is divided into two distinct parts. The first part contains three chapters, co-authored ...
In this paper we provide a new Central Limit Theorem for estimators of the slope papers in large dyn...
In this paper we provide a new Central Limit Theorem for estimators of the slope papers in large dyn...
We consider the problem of testing for slope homogeneity in high-dimensional panel data models with ...
We consider the problem of testing for slope homogeneity in high-dimensional panel data models with ...
This paper proposes a modified version of Swamy’s test of slope homogeneity for panel data models wh...
This paper proposes a modified version of Swamy’s test of slope homogeneity for panel data models wh...
Pesaran and Yamagata (Pesaran, M.H., Yamagata, T., Testing slope homogeneity in large panels, Journa...
Pesaran and Yamagata (Pesaran, M.H., Yamagata, T., Testing slope homogeneity in large panels, Journa...
Statistical inference for large data panels is omnipresent in modern economic applications. An impor...
This paper proposes two bootstrap-based tests that can be used to infer whether the individual slope...
This paper proposes two bootstrap-based tests that can be used to infer whether the individual slope...
This paper proposes two bootstrap-based tests that can be used to infer whether the individual slope...
This article proposes tests for slope homogeneity across individuals in quantile regression fixed ef...
This article proposes tests for slope homogeneity across individuals in quantile regression fixed ef...
This thesis is divided into two distinct parts. The first part contains three chapters, co-authored ...
In this paper we provide a new Central Limit Theorem for estimators of the slope papers in large dyn...
In this paper we provide a new Central Limit Theorem for estimators of the slope papers in large dyn...