Panel bootstrap tests of slope homogeneity
Research output: Contribution to journal › Article
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.
|Research areas and keywords||
Subject classification (UKÄ) – MANDATORY
|Number of pages||23|
|Publication status||Published - 2016 Jun 1|