This paper proposes two bootstrap-based tests that can be used to infer whether the individual slopes in a panel regression model are homogenous. The first test is suitable when wanting to infer the null of homogeneity versus the general alternative, while the second is suitable when wanting to infer the units of the panel that can be pooled. Both approaches are shown to be asymptotically valid, a property that is verified in small samples using Monte Carlo simulation
Statistical inference for large data panels is omnipresent in modern economic applications. An impor...
Pesaran and Yamagata (Pesaran, M.H., Yamagata, T., Testing slope homogeneity in large panels, Journa...
In this study, we explore the effects of non-normality and heteroscedasticity when testing the hypot...
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 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...
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 ...
We consider the problem of testing for slope homogeneity in high-dimensional panel data models with ...
Abstract Before pooling data on effect sizes (a generic term for parameters of interest in the conte...
This article proposes tests for slope homogeneity across individuals in quantile regression fixed ef...
Most panel data studies of the predictability of returns presume that the cross-sectional units are ...
This paper proposes a bootstrap test for the null hypothesis of cointegration in panel data. The tes...
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...
Pesaran and Yamagata (Pesaran, M.H., Yamagata, T., Testing slope homogeneity in large panels, Journa...
In this study, we explore the effects of non-normality and heteroscedasticity when testing the hypot...
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 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...
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 ...
We consider the problem of testing for slope homogeneity in high-dimensional panel data models with ...
Abstract Before pooling data on effect sizes (a generic term for parameters of interest in the conte...
This article proposes tests for slope homogeneity across individuals in quantile regression fixed ef...
Most panel data studies of the predictability of returns presume that the cross-sectional units are ...
This paper proposes a bootstrap test for the null hypothesis of cointegration in panel data. The tes...
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...
Pesaran and Yamagata (Pesaran, M.H., Yamagata, T., Testing slope homogeneity in large panels, Journa...
In this study, we explore the effects of non-normality and heteroscedasticity when testing the hypot...