Panel bootstrap tests of slope homogeneity

被引：0
|
作者：
Johan Blomquist
Joakim Westerlund
机构：
[1] Swedish University of Agricultural Sciences,AgriFood Economics Center, Department of Economics
[2] Lund University,Department of Economics
[3] Deakin University,Financial Econometrics Group, Centre for Research in Economics and Financial Econometrics
来源：
Empirical Economics | 2016年 / 50卷
关键词：
Panel data; Slope homogeneity test; Block bootstrap; C12; C13; C33;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
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.
引用
收藏
页码：1359 / 1381
页数：22
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