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Panel bootstrap tests of slope homogeneity

Blomquist, Johan and Westerlund, Joakim 2016, Panel bootstrap tests of slope homogeneity, Empirical economics, vol. 50, no. 4, pp. 1359-1381, doi: 10.1007/s00181-015-0978-z.

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Title Panel bootstrap tests of slope homogeneity
Author(s) Blomquist, Johan
Westerlund, Joakim
Journal name Empirical economics
Volume number 50
Issue number 4
Start page 1359
End page 1381
Total pages 23
Publisher Springer
Place of publication Berlin, Germany
Publication date 2016-06
ISSN 0377-7332
Keyword(s) block bootstrap
panel data
slope homogeneity test
Summary This paper proposes two bootstrap-based tests that can be used to infer whether the individual slopes in a panel regression model are homogenous. The first test is suitable when wanting to infer the null of homogeneity versus the general alternative, while the second is suitable when wanting to infer the units of the panel that can be pooled. Both approaches are shown to be asymptotically valid, a property that is verified in small samples using Monte Carlo simulation.
Language eng
DOI 10.1007/s00181-015-0978-z
Field of Research 150202 Financial Econometrics
Socio Economic Objective 919999 Economic Framework not elsewhere classified
HERDC Research category C1 Refereed article in a scholarly journal
ERA Research output type C Journal article
Copyright notice ©2015, Springer
Persistent URL http://hdl.handle.net/10536/DRO/DU:30077702

Document type: Journal Article
Collection: Department of Economics
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