Package: xtbhst 1.1.0
xtbhst: Bootstrap Slope Heterogeneity Test for Panel Data
Implements the bootstrap slope heterogeneity test for panel data of Blomquist and Westerlund (2016) <doi:10.1007/s00181-015-0978-z>. Tests the null hypothesis that slope coefficients are homogeneous across cross-sectional units using a block bootstrap of the Swamy-type statistic, with the unit-specific variance estimator of the paper or that of Pesaran and Yamagata (2008) <doi:10.1016/j.jeconom.2007.05.010>, whose Delta and adjusted Delta statistics are reported with asymptotic p-values. Supports partialling out of control variables and cross-sectional averages.
Authors:
xtbhst_1.1.0.tar.gz
xtbhst_1.1.0.zip(r-4.7-any)xtbhst_1.1.0.zip(r-4.6-any)xtbhst_1.1.0.zip(r-4.5-any)
xtbhst_1.1.0.tgz(r-4.6-any)xtbhst_1.1.0.tgz(r-4.5-any)
xtbhst_1.1.0.tar.gz(r-4.7-any)xtbhst_1.1.0.tar.gz(r-4.6-any)
xtbhst_1.1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
xtbhst/json (API)
| # Install 'xtbhst' in R: |
| install.packages('xtbhst', repos = c('https://muhammedalkhalaf.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/muhammedalkhalaf/xtbhst/issues
Last updated from:6c1d404034. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel | OK | 92 | ||
| source / vignettes | OK | 149 | ||
| linux-release | OK | 99 | ||
| macos-release | OK | 83 | ||
| macos-oldrel | OK | 98 | ||
| windows-devel | OK | 64 | ||
| windows-release | OK | 62 | ||
| windows-oldrel | OK | 56 | ||
| wasm-release | OK | 65 |
Exports:xtbhst
Dependencies:
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Plot method for xtbhst objects | plot.xtbhst |
| Print method for xtbhst objects | print.xtbhst |
| Summary method for xtbhst objects | summary.xtbhst |
| Bootstrap Slope Heterogeneity Test for Panel Data | xtbhst |