Resource title

Testing slope homogeneity in large panels

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Resource description

This paper proposes a modified version of Swamy?s test of slope homogeneity for panel data models where the cross section dimension (N) could be large relative to the time series dimension (T). The proposed test exploits the cross section dispersion of individual slopes weighted by their relative precision.

Resource author

Mohammad Hashem Pesaran, Takashi Yamagata

Resource publisher

Resource publish date

Resource language

eng

Resource content type

text/html

Resource resource URL

http://hdl.handle.net/10419/18802

Resource license

Adapt according to the presented license agreement and reference the original author.