A Lagrange-Multiplier Test for Large Heterogeneous Panel Data Models

2021 ◽  
Author(s):  
Natalia Bailey ◽  
JIANG Dandan ◽  
Jianfeng Yao
Keyword(s):  
Panel Data ◽  
Lagrange Multiplier ◽  
Data Models ◽  
Panel Data Models ◽  
Lagrange Multiplier Test ◽  
Heterogeneous Panel

Lagrange multiplier type tests for slope homogeneity in panel data models

2016 ◽  
Vol 19 (2) ◽  
pp. 166-202 ◽  
Author(s):  
Jörg Breitung ◽  
Christoph Roling ◽  
Nazarii Salish
Keyword(s):  
Panel Data ◽  
Lagrange Multiplier ◽  
Data Models ◽  
Panel Data Models
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