Baltagi, Badi, Hidalgo, Javier and Li, Qi (1996) A nonparametric test for poolability using panel data. Journal of econometrics, 75 (2). pp. 345-367. ISSN 0304-4076
This paper derives a nonparametric procedure for testing poolability in a panel data framework. This is contrasted with alternative parametric tests which are not robust to functional misspecification. This test is illustrated with an earning equation using data from the Panel Study of Income Dynamics (PSID).
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