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Joakim Westerlund. Photo.

Joakim Westerlund

Professor, Programme director – Master of Data Analytics and Business Economics

Joakim Westerlund. Photo.

Panel bootstrap tests of slope homogeneity

Author

  • Johan Blomquist
  • Joakim Westerlund

Summary, in English

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.

Department/s

  • Department of Economics

Publishing year

2016-06-01

Language

English

Pages

1359-1381

Publication/Series

Empirical Economics

Volume

50

Issue

4

Document type

Journal article

Publisher

Physica Verlag

Topic

  • Economics

Keywords

  • Block bootstrap
  • Panel data
  • Slope homogeneity test

Status

Published

ISBN/ISSN/Other

  • ISSN: 0377-7332