XTBHST: Stata module to implement bootstrap test for slope homogeneity in large panels

Merwan Roudane ()

Statistical Software Components from Boston College Department of Economics

Abstract: xtbhst performs a block bootstrap test of slope homogeneity in panels with a large number observations of the cross-sectional (N) and time (T) dimension. The null hypothesis of the test is of homogenous slopes. This implies all slope coefficients are identical across cross-sectional units. The test is a block-bootstrapped version of Swamy's test for slope homogeneity, evaluated using the resampling scheme proposed by Blomquist and Westerlund (2015). This procedure is asymptotically valid in the presence of serial correlation and cross-sectional dependence of unknown form. Unlike standard homogeneity tests which impose asymptotic critical values, the bootstrap corrects for finite-sample size distortions and accommodates complicated unobserved dependencies simply through block resampling.

Language: Stata
Requires: Stata version 14
Keywords: time series; panel data; slope homogeneity (search for similar items in EconPapers)
Date: 2026-03-01
Note: This module should be installed from within Stata by typing "ssc install xtbhst". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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http://fmwww.bc.edu/repec/bocode/x/xtbhst.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtbhst.sthlp help file (text/plain)

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