Juhl, Ted; Lugovskyy, Oleksandr - In: Econometric Reviews 33 (2014) 8, pp. 906-935
Typical panel data models make use of the assumption that the regression parameters are the same for each individual cross-sectional unit. We propose tests for slope heterogeneity in panel data models. Our tests are based on the conditional Gaussian likelihood function in order to avoid the...