Testing slope homogeneity in large panels

Author:

Hashem Pesaran M.,Yamagata Takashi

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference22 articles.

1. The time series and cross-section asymptotics of dynamic panel data estimators;Alvarez;Econometrica,2003

2. Exactly median-unbiased estimation of first order autoregressive/unit root models;Andrews;Econometrica,1993

3. Bao, Y., Ullah, A., 2006. Expectation of quadratic forms in normal and nonnormal variables with econometric applications. Unpublished manuscript, University of California, Riverside.

4. Asymptotically unbiased inference for a dynamic panel model with fixed effects when both n and T are large;Hahn;Econometrica,2002

5. Specification tests in econometrics;Hausman;Econometrica,1978

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