article Open AccessTop 1% cited
Testing slope homogeneity in large panels
Journal of Econometrics · 2007 · Vol. 142(1) · pp. 50–93
M. Hashem Pesaran✉(University of Cambridge)Takashi Yamagata(University of Cambridge)
Spatial and Panel Data AnalysisHousing Market and EconomicsMonetary Policy and Economic ImpactMathematicsHomogeneity (statistics)Autoregressive modelMonte Carlo methodStatisticsSeries (stratigraphy)Applied mathematics
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References
An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
Journal of the American Statistical Association · 1962 · 7,990 citations
Specification Tests in Econometrics
Econometrica · 1978 · 18,130 citations
Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
Econometrica · 2006 · 4,679 citations
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