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

Author

Listed:
  • Andrea Vaona

    (Istituto Ricerche Economiche, Faculty of Economic Sciences, University of Lugano, Switzerland.)

Abstract

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

Suggested Citation

  • Andrea Vaona, 2008. "STATA tip: A quick trick to perform a Roy-Zellner test for poolability in Stata," Quaderni della facoltà di Scienze economiche dell'Università di Lugano 0804, USI Università della Svizzera italiana.
    • Handle: RePEc:lug:wpaper:0804
    as

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    Citations

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    Cited by:

    1. Peñasco, Cristina & del Río, Pablo & Romero-Jordán, Desiderio, 2017. "Gas and electricity demand in Spanish manufacturing industries: An analysis using homogeneous and heterogeneous estimators," Utilities Policy, Elsevier, vol. 45(C), pages 45-60.
    2. Oliver Hossfeld, 2010. "Equilibrium Real Effective Exchange Rates and Real Exchange Rate Misalignments: Time Series vs. Panel Estimates," FIW Working Paper series 065, FIW.
    3. Serhan Cevik & Katerina Teksoz, 2014. "Deep Roots of Fiscal Behavior," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 2(2), pages 5-33, November.
    4. Jochen Hartwig, 2014. "Testing the Bhaduri-Marglin model with OECD panel data," International Review of Applied Economics, Taylor & Francis Journals, vol. 28(4), pages 419-435, July.
    5. Carola Binder & Wesley Janson & Randal J. Verbrugge, 2019. "Thinking Outside the Box: Do SPF Respondents Have Anchored Inflation Expectations?," Working Papers 19-15, Federal Reserve Bank of Cleveland.

    More about this item

    Keywords

    poolability; Roy-Zellner test; Grunfeld dataset;
    All these keywords.

    JEL classification:

    • C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
    • C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models

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