Showing 1 - 10 of 21,482
This paper proposes a modified version of Swamy’s test of slope homogeneity for panel data models where the cross …
Persistent link: https://www.econbiz.de/10005113749
This paper proposes a modi?ed version of Swamy’s test of slope homogeneity for panel data models where the cross …
Persistent link: https://www.econbiz.de/10005537380
This paper proposes a modified version of Swamy’s test of slope homogeneity for panel data models where the cross …
Persistent link: https://www.econbiz.de/10009442013
This paper proposes a modified version of Swamy’s test of slope homogeneity for panel data models where the cross …
Persistent link: https://www.econbiz.de/10005094427
This paper proposes simple tests of error cross section dependence which are applicable to a variety of panel data … based on average of pair-wise correlation coefficients of the OLS residuals from the individual regressions in the panel …
Persistent link: https://www.econbiz.de/10010276182
In panel data econometrics the Hausman test is of central importance to select an e?cient estimator of the models … not be met by empirical data. We propose a bootstrap approach to specification testing in panel data models which is …
Persistent link: https://www.econbiz.de/10010296293
This paper considers testing the hypothesis that errors in a panel data model are weakly cross sectionally dependent …
Persistent link: https://www.econbiz.de/10010282441
This paper proposes simple tests of error cross section dependence which are applicable to a variety of panel data … based on average of pair-wise correlation coefficients of the OLS residuals from the individual regressions in the panel …
Persistent link: https://www.econbiz.de/10011449852
This paper considers testing the hypothesis that errors in a panel data model are weakly Cross-sectionally dependent … panel contains lagged values of the dependent variables, so long as there are no major asymmetries in the error distribution …. -- exponent of cross-sectional dependence ; diagnostic tests ; panel data models ; dynamic heterogenous panels …
Persistent link: https://www.econbiz.de/10009533962
This paper considers testing the hypothesis that errors in a panel data model are weakly cross sectionally dependent … for values of α in the range [0, 1/4], for all combinations of N and T, and irrespective of whether the panel contains … cross-sectional dependence ; diagnostic tests ; panel data models ; dynamic heterogenous panels …
Persistent link: https://www.econbiz.de/10009534988