Tests of Homogeneity in Panel Data with EViews

Khouiled, Brahim (2018): Tests of Homogeneity in Panel Data with EViews.

Abstract

This paper presents Hsiaotest, an EViews Add-in that facilitates the performance of homogeneity tests in Panel data. Detection strategy is based on three standard Fischer tests. The add-in implements these tests and the output shows of the main null and alternative hypotheses for each test.

• Item Type: MPRA Paper
• Language: English
• Keywords: Panel data, Specification, Homogeneous, Heterogeneous, Fisher test, EViews.
• Subjects: C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General; C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General > C12 - Hypothesis Testing: General; C - Mathematical and Quantitative Methods > C8 - Data Collection and Data Estimation Methodology ; Computer Programs > C87 - Econometric Software

References

HSIAO C. (2003), ”Analysis of Panel Data”, 2nd ed, Cambridge University press, UK.

HURLIN C. (n.d.), ”L’Econométrie des Données de Panel”, Ecole Doctorale Edocif (Séminaire Méthodologique), Université d'Orléans.