Panel bootstrap tests of slope homogeneity

Research output: Contribution to journalArticle

Abstract

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.

Details

Authors
Organisations
External organisations
  • Swedish University of Agricultural Sciences
  • Deakin University
Research areas and keywords

Subject classification (UKÄ) – MANDATORY

  • Economics

Keywords

  • Block bootstrap, Panel data, Slope homogeneity test
Original languageEnglish
Pages (from-to)1359-1381
Number of pages23
JournalEmpirical Economics
Volume50
Issue number4
Publication statusPublished - 2016 Jun 1
Publication categoryResearch
Peer-reviewedYes