A nonparametric test for poolability using panel data

被引：36

作者：

Baltagi, BH

Hidalgo, J

Li, Q

机构：

[1] UNIV LONDON LONDON SCH ECON & POLIT SCI, LONDON WC2A 2AE, ENGLAND

[2] UNIV GUELPH, DEPT ECON, GUELPH, ON N1G 2W1, CANADA

来源：

JOURNAL OF ECONOMETRICS | 1996年 / 75卷 / 02期

关键词：

panel data; poolability; nonparametric; hypothesis testing;

D O I：

10.1016/0304-4076(95)01779-8

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This paper derives a nonparametric procedure for testing poolability in a panel data framework. This is contrasted with alternative parametric tests which are not robust to functional misspecification. This test is illustrated with an earning equation using data from the Panel Study of Income Dynamics (PSID).

引用

页码：345 / 367

页数：23

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