Baltagi, Badi H.; Kao, Chihwa; Na, Sanggon - Center for Policy Research, Maxwell School - 2011
This paper considers the problem of hypotheses testing in a simple panel data regression model with random individual … distributions of the standard panel data estimators, this paper focuses on test of hypotheses in this setting. One important finding … Perron and Yabu (2009) to make inference in panel data. In fact, we show that the simple t-ratio always converges to the …