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Start Over Author "Esmaeli-Ayan, Asghar" Topic econometrics Publication Year Range Last 10 years
1 results on '"Esmaeli-Ayan, Asghar"'

1. Testing equality of the regression coefficients in panel data models.

Author

Esmaeli-Ayan, Asghar, Malekzadeh, Ahad, and Hormozinejad, Farshin

Subjects
*DATA modeling, *PANEL analysis, *VECTOR data, *REGRESSION analysis
Abstract

In this paper, we propose a new method to compare two or more panel data regression models. We aim to propose a method that is easily applicable to test the hypothesis of equality of regression coefficient vectors in panel data models with one-way and two-way error component regression. We present the results of our simulation study to compare our parametric bootstrap method with the other methods. [ABSTRACT FROM AUTHOR]

Published
2022
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