| dc.creator |
Pesaran, Mohammad Hashem |
|
| dc.creator |
Yamagata, Takashi |
|
| dc.date |
2005 |
|
| dc.date.accessioned |
2013-10-16T07:01:23Z |
|
| dc.date.available |
2013-10-16T07:01:23Z |
|
| dc.date.issued |
2013-10-16 |
|
| dc.identifier |
http://hdl.handle.net/10419/18802 |
|
| dc.identifier |
ppn:485161745 |
|
| dc.identifier.uri |
http://koha.mediu.edu.my:8181/xmlui/handle/10419/18802 |
|
| dc.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. |
|
| dc.language |
eng |
|
| dc.relation |
CESifo working papers 1438 |
|
| dc.rights |
http://www.econstor.eu/dspace/Nutzungsbedingungen |
|
| dc.subject |
C12 |
|
| dc.subject |
C33 |
|
| dc.subject |
ddc:330 |
|
| dc.subject |
testing slope homogeneity |
|
| dc.subject |
Hausman type tests |
|
| dc.subject |
cross section dispersion tests |
|
| dc.subject |
Monte Carlo results |
|
| dc.subject |
PSID earnings dynamics |
|
| dc.subject |
Panel |
|
| dc.subject |
Statistischer Test |
|
| dc.title |
Testing slope homogeneity in large panels |
|
| dc.type |
doc-type:workingPaper |
|