Empirical Economics

, Volume 50, Issue 4, pp 1359–1381 | Cite as

Panel bootstrap tests of slope homogeneity



This paper proposes two bootstrap-based tests that can be used to infer whether the individual slopes in a panel regression model are homogenous. The first test is suitable when wanting to infer the null of homogeneity versus the general alternative, while the second is suitable when wanting to infer the units of the panel that can be pooled. Both approaches are shown to be asymptotically valid, a property that is verified in small samples using Monte Carlo simulation.


Panel data Slope homogeneity test Block bootstrap 

JEL Classification

C12 C13 C33 


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Copyright information

© Springer-Verlag Berlin Heidelberg 2015

Authors and Affiliations

  1. 1.AgriFood Economics Center, Department of EconomicsSwedish University of Agricultural SciencesUppsalaSweden
  2. 2.Department of EconomicsLund UniversityLundSweden
  3. 3.Financial Econometrics Group, Centre for Research in Economics and Financial EconometricsDeakin UniversityGeelongAustralia

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