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A simple new test for slope homogeneity in panel data models with interactive effects

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Figure

Table 1: Finite sample properties of the proposed test under the first data generatingprocess
Table 2: Finite sample properties of the proposed test under the second data generatingprocess
Table 3: Finite sample properties of the proposed test under large number of units Nunder the nulltest statistic in (8), Pesaran and Yamagata (2008) in (2), compared with the length of time series T

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