A simple new test for slope homogeneity in panel data models with interactive effects
Author:
Funder
Trust Companies Association of Japan
NSF
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference15 articles.
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3. Determining the number of factors in approximate factor models;Bai;Econometrica,2002
4. Testing slope homogeneity in large panels with serial correlation;Blomquist;Econom. Lett.,2013
5. On persistence in mutual fund performance;Carhart;J. Finance,1997
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