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STATA tip: A quick trick to perform a Roy-Zellner test for poolability in Stata

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Author Info
Andrea Vaona () (Istituto Ricerche Economiche, Faculty of Economic Sciences, University of Lugano, Switzerland.)

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Abstract

We show how to easily implement a Roy-Zellner test for poolability in STATA and we offer an application to the Grunfeld dataset.

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Publisher Info
Paper provided by Biblioteca universitaria di Lugano (University Library of Lugano) in its series Quaderni della facoltà di Scienze economiche dell'Università di Lugano with number 0804.

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Length: 5 pages
Date of creation: 16 Apr 2008
Date of revision:
Handle: RePEc:lug:wpaper:0804

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Web page: http://www.library.lu.usi.ch

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Related research
Keywords: poolability; Roy-Zellner test; Grunfeld dataset;

Find related papers by JEL classification:
C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Hypothesis Testing
C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data

This paper has been announced in the following NEP Reports:

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