This paper proposes a new test of the null hypothesis that the parameters in a cointegrated panel data regression are equal across the cross-section. The asymptotic distribution of the new test statistic is derived and simulation results are provided to suggest that it performs very well in small sa
A nonparametric test for poolability using panel data
β Scribed by Badi H. Baltagi; Javier Hidalgo; Qi Li
- Publisher
- Elsevier Science
- Year
- 1996
- Tongue
- English
- Weight
- 925 KB
- Volume
- 75
- Category
- Article
- ISSN
- 0304-4076
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