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Heterogeneous Three-Dimensional Panel Data Models |
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PP: 919-927 |
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doi:10.18576/jsap/130306
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Author(s) |
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A. Megally,
A. Youssef,
Abdel-Latif, S. H.,
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Abstract |
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| This paper examines panel data models, which vary in size and shape depending on their properties. When parameters vary across units and time, it is called a heterogeneous panel data model. The paper proposes suitable tests for slope homogeneity in three-dimensional panel data, using actual data from the United Nations Industrial Development Organization (UNIDO). The results showed significant evidence of cross-sectional dependence and slope heterogeneity. The paper recommends mean group, common correlated effect mean group, and augmented mean group estimators for heterogeneous three-dimensional panel data models in the case of cross-sectional dependency, with the common correlated effect mean group estimator being the most accurate.
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