TESTING FOR SLOPE HOMOGENEITY IN DYNAMIC PANELS USING THE WILD BOOTSTRAP ∆ ̃_adj TEST
Bu çalışmada heteroskedastik
hatalara sahip dinamik panel very modellerinde eğim homojenliğinin sınanması
ele alınmaktadır. Wild bootstrap yaklaşımının kullanımı ile Pesaran ve Yamagata
(2008) tarafından geliştirilen
test istatistiğinin asimptotik dağılımına
yakınsamasının gerçekleşmesi incelenecektir. Simülasyon deneyleri wild
bootstrap
testinin bu kapsamda performansının iyi
olduğunu göstermektedir.
Anahtar Kelimeler:
Eğim homojenliğinin sınanması, ∆ ̃_adj testi, dinamik paneller, wild bootstrap
TESTING FOR SLOPE HOMOGENEITY IN DYNAMIC PANELS USING THE WILD BOOTSTRAP ∆ ̃_adj TEST
This paper considers testing for
slope homogeneity in dynamic panel data models with heteroskedastic
disturbances. We investigate the use of a wild bootstrap framework is suggested
to approximate the distribution of the
statistic, proposed by Pesaran and Yamagata (Pesaran, M.H., Yamagata,
T., Testing slope homogeneity in large panels, Journal of Econometrics 142,
50–93, 2008). Simulation experiments show that the wild bootstrap
test performs well in
this context.
Keywords:
Testing slope homogeneity, dynamic panels, wild bootstrap, ∆ ̃_adj test,
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| Bibtex | @araştırma makalesi { iuekois337065, journal = {Istanbul University Econometrics and Statistics e-Journal}, eissn = {1308-7215}, address = {}, publisher = {İstanbul Üniversitesi}, year = {2017}, number = {26}, pages = {53 - 59}, title = {TESTING FOR SLOPE HOMOGENEITY IN DYNAMIC PANELS USING THE WILD BOOTSTRAP ∆ ̃\_adj TEST}, key = {cite}, author = {Gündüz, Halil İbrahim} } |
| APA | Gündüz, H. İ. (2017). TESTING FOR SLOPE HOMOGENEITY IN DYNAMIC PANELS USING THE WILD BOOTSTRAP ∆ ̃_adj TEST . Istanbul University Econometrics and Statistics e-Journal , (26) , 53-59 . |
| MLA | Gündüz, H. İ. "TESTING FOR SLOPE HOMOGENEITY IN DYNAMIC PANELS USING THE WILD BOOTSTRAP ∆ ̃_adj TEST" . Istanbul University Econometrics and Statistics e-Journal (2017 ): 53-59 < |
| Chicago | Gündüz, H. İ. "TESTING FOR SLOPE HOMOGENEITY IN DYNAMIC PANELS USING THE WILD BOOTSTRAP ∆ ̃_adj TEST". Istanbul University Econometrics and Statistics e-Journal (2017 ): 53-59 |
| RIS | TY - JOUR T1 - TESTING FOR SLOPE HOMOGENEITY IN DYNAMIC PANELS USING THE WILD BOOTSTRAP ∆ ̃_adj TEST AU - Halil İbrahimGündüz Y1 - 2017 PY - 2017 N1 - DO - T2 - Istanbul University Econometrics and Statistics e-Journal JF - Journal JO - JOR SP - 53 EP - 59 VL - IS - 26 SN - -1308-7215 M3 - UR - Y2 - 2022 ER - |
| EndNote | %0 Ekonometri ve İstatistik e-Dergisi TESTING FOR SLOPE HOMOGENEITY IN DYNAMIC PANELS USING THE WILD BOOTSTRAP ∆ ̃_adj TEST %A Halil İbrahim Gündüz %T TESTING FOR SLOPE HOMOGENEITY IN DYNAMIC PANELS USING THE WILD BOOTSTRAP ∆ ̃_adj TEST %D 2017 %J Istanbul University Econometrics and Statistics e-Journal %P -1308-7215 %V %N 26 %R %U |
| ISNAD | Gündüz, Halil İbrahim . "TESTING FOR SLOPE HOMOGENEITY IN DYNAMIC PANELS USING THE WILD BOOTSTRAP ∆ ̃_adj TEST". Istanbul University Econometrics and Statistics e-Journal / 26 (Eylül 2017): 53-59 . |
| AMA | Gündüz H. İ. TESTING FOR SLOPE HOMOGENEITY IN DYNAMIC PANELS USING THE WILD BOOTSTRAP ∆ ̃_adj TEST. Istanbul University Econometrics and Statistics e-Journal. 2017; (26): 53-59. |
| Vancouver | Gündüz H. İ. TESTING FOR SLOPE HOMOGENEITY IN DYNAMIC PANELS USING THE WILD BOOTSTRAP ∆ ̃_adj TEST. Istanbul University Econometrics and Statistics e-Journal. 2017; (26): 53-59. |
| IEEE | H. İ. Gündüz , "TESTING FOR SLOPE HOMOGENEITY IN DYNAMIC PANELS USING THE WILD BOOTSTRAP ∆ ̃_adj TEST", , sayı. 26, ss. 53-59, Eyl. 2017 |
- Yayın Aralığı: Yılda Yılda 2 Sayı
- Yayıncı: İstanbul Üniversitesi
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