xtbhst: Bootstrap Slope Heterogeneity Test for Panel Data
Abstract
Implements the bootstrap slope heterogeneity test for panel data based on Blomquist and Westerlund (2015) . Tests the null hypothesis that slope coefficients are homogeneous across cross-sectional units. Provides both standard and adjusted Delta statistics with bootstrap p-values. Supports partialling out of control variables and cross-sectional averages for dealing with cross-sectional dependence.
Fields of Study & Subjects
Spatial and Panel Data Analysis
Advanced Statistical Methods and Models
Statistical Methods and Bayesian Inference
Publication details
- Publication date
- 13 March 2026
- Language
- EN
- Document type
- Dataset