Panel bootstrap tests of slope homogeneity
Johan Blomquist and
Joakim Westerlund ()
Empirical Economics, 2016, vol. 50, issue 4, No 9, 1359-1381
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.
Keywords: Panel data; Slope homogeneity test; Block bootstrap (search for similar items in EconPapers)
JEL-codes: C12 C13 C33 (search for similar items in EconPapers)
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