This paper proposes a modified version of Swamy’s test of slope homogeneity for panel data models where the cross …

This paper proposes a modi?ed version of Swamy’s test of slope homogeneity for panel data models where the cross …

This paper proposes a modified version of Swamy’s test of slope homogeneity for panel data models where the cross …

This paper proposes a modified version of Swamy’s test of slope homogeneity for panel data models where the cross …

In panel data econometrics the Hausman test is of central importance to select an e?cient estimator of the models … not be met by empirical data. We propose a bootstrap approach to specification testing in panel data models which is …

This paper proposes simple tests of error cross section dependence which are applicable to a variety of panel data … based on average of pair-wise correlation coefficients of the OLS residuals from the individual regressions in the panel …

This paper proposes simple tests of error cross section dependence which are applicable to a variety of panel data … based on average of pair-wise correlation coefficients of the OLS residuals from the individual regressions in the panel …

In this paper we discuss tests for residual cross section dependence in nonlinear panel data models. The tests are …

This paper considers testing the hypothesis that errors in a panel data model are weakly Cross-sectionally dependent … panel contains lagged values of the dependent variables, so long as there are no major asymmetries in the error distribution. …

This paper considers testing the hypothesis that errors in a panel data model are weakly cross sectionally dependent … values of α in the range [0, 1/4], for all combinations of N and T, and irrespective of whether the panel contains lagged …