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1
Testing Slope Homogeneity in Large Panels
Pesaran, M.H.
;
Yamagata. T.
-
Faculty of Economics, University of Cambridge
-
2005
This paper proposes a modified version of Swamy’s test of slope homogeneity for
panel
data models where the cross …
Persistent link: https://www.econbiz.de/10005113749
Saved in:
2
Testing Slope Homogeneity in Large Panels
Pesaran, M. Hashem
;
Yamagata, Takashi
-
Institute of Economic Policy Research (IEPR), …
-
2005
This paper proposes a modi?ed version of Swamy’s test of slope homogeneity for
panel
data models where the cross …
Persistent link: https://www.econbiz.de/10005537380
Saved in:
3
Testing Slope Homogeneity in Large Panels
Pesaran, M Hashem
;
Yamagata, Takashi
-
2005
This paper proposes a modified version of Swamy’s test of slope homogeneity for
panel
data models where the cross …
Persistent link: https://www.econbiz.de/10009442013
Saved in:
4
Testing Slope Homogeneity in Large Panels
Pesaran, M. Hashem
;
Yamagata, Takashi
-
CESifo
-
2005
This paper proposes a modified version of Swamy’s test of slope homogeneity for
panel
data models where the cross …
Persistent link: https://www.econbiz.de/10005094427
Saved in:
5
A robust bootstrap approach to the Hausman test in stationary
panel
data models
Herwartz, Helmut
;
Neumann, Michael H.
-
2007
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 …
Persistent link: https://www.econbiz.de/10010296293
Saved in:
6
General diagnostic tests for cross section dependence in panels
Pesaran, Mohammad Hashem
-
2004
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
…
Persistent link: https://www.econbiz.de/10010276163
Saved in:
7
General Diagnostic Tests for Cross Section Dependence in Panels
Pesaran, Mohammad Hashem
-
2004
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
…
Persistent link: https://www.econbiz.de/10010276182
Saved in:
8
Diagnostic tests of cross section independence for nonlinear
panel
data models
Hsiao, Cheng
;
Pesaran, Mohammad Hashem
;
Pick, Andreas
-
2007
In this paper we discuss tests for residual cross section dependence in nonlinear
panel
data models. The tests are …
Persistent link: https://www.econbiz.de/10010276209
Saved in:
9
Testing weak cross-sectional dependence in large panels
Pesaran, M. Hashem
-
2012
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. …
Persistent link: https://www.econbiz.de/10010281918
Saved in:
10
Testing weak cross-sectional dependence in large panels
Pesaran, Hashem
-
2012
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 …
Persistent link: https://www.econbiz.de/10010282441
Saved in:
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