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XTHST: Stata module to test slope homogeneity in large panels

Author

Listed:
  • Jan Ditzen

    (Free University of Bozen-Bolzano)

  • Tore Bersvendsen

    (University of Agder)

Programming Language

Stata

Abstract

xthst performs a test of slope homogeneity in panels with a large number observations of the cross-sectional (N) and time (T) dimension. The test is based on Pesaran, Yamagata (2008, Journal of Econometrics) and Blomquist, Westerlund (2013, Economic Letters). The null hypothesis of the test is of homogenous slopes, implying that all slope coefficients are identical across cross-sectional units. xthst can be used for both balanced and unbalanced panels, supports strictly and weakly exogenous regressors, cross-sectional dependence and serial correlated errors.

Suggested Citation

  • Jan Ditzen & Tore Bersvendsen, 2019. "XTHST: Stata module to test slope homogeneity in large panels," Statistical Software Components S458714, Boston College Department of Economics, revised 12 Feb 2023.
    • Handle: RePEc:boc:bocode:s458714
    Note: This module should be installed from within Stata by typing "ssc install xthst". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/x/xthst.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/x/xthst.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/x/xthst_examples.do
    File Function: sample file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/x/xthst_sample_dataset.dta
    File Function: sample data file
    Download Restriction: no
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    Citations

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    Cited by:

    1. Carlos A. CARRASCO & Edgar D. TOVAR-GARCIA, 2020. "Export Composition and the Eurozone Trade Balance in Manufacturing Goods," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 134-150, March.
    2. Kadijat Adeleke, Oluwayemisi & Abamba Osakede, Uche & Monisola Ajeigbe, Omowunmi, 2021. "Trade Liberalization And Infrastructure Development: Evidence From The Economic Community Of West African States," Ilorin Journal of Economic Policy, Department of Economics, University of Ilorin, vol. 8(3), pages 1-20, June.
    3. Arsène Aurelien Njamen Kengdo & Tii N. Nchofoung & Philemon Bonaventure Ntang, 2020. "Effect of external debt on the level of infrastructure in Africa," Economics Bulletin, AccessEcon, vol. 40(4), pages 3349-3366.

    More about this item

    Keywords

    panels; slopes; homogeneity; Stata;
    All these keywords.

    Statistics

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