% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/xtbhst-package.R
\docType{package}
\name{xtbhst-package}
\alias{xtbhst-package}
\title{xtbhst: Bootstrap Slope Heterogeneity Test for Panel Data}
\description{
Implements the bootstrap slope heterogeneity test for panel data based on
Blomquist and Westerlund (2015). The test examines whether slope coefficients
are homogeneous across cross-sectional units in a panel regression.
}
\section{Main Function}{

\describe{
\item{\code{\link{xtbhst}}}{Performs the bootstrap slope heterogeneity test.}
}
}

\section{Methods}{

\describe{
\item{\code{\link{print.xtbhst}}}{Print test results.}
\item{\code{\link{summary.xtbhst}}}{Detailed summary of test results.}
\item{\code{\link{plot.xtbhst}}}{Diagnostic plots for the bootstrap test.}
}
}

\section{Test Details}{

The null hypothesis is that all cross-sectional units share the same
slope coefficients (H0: homogeneous slopes). Rejection indicates
significant slope heterogeneity, suggesting that pooled or fixed effects
estimators may be inappropriate.

The test is based on the Delta statistic:
\deqn{\Delta = \sqrt{N} \frac{\tilde{S}/N - K}{\sqrt{2K}}}

where \eqn{\tilde{S}} measures the weighted sum of squared deviations
of individual slope estimates from the weighted pooled estimate.

The bootstrap procedure uses a block bootstrap to preserve serial
correlation in the residuals.
}

\section{Cross-Sectional Dependence}{

The package supports handling cross-sectional dependence through
cross-sectional averages (CSA), following the approach of Pesaran (2006).
Users can specify variables for which CSA should be computed and
partialled out.
}

\references{
Blomquist, J., & Westerlund, J. (2015).
Panel bootstrap tests of slope homogeneity.
\emph{Empirical Economics}, 48(1), 1191-1204.
\doi{10.1007/s00181-015-0978-z}

Pesaran, M. H. (2006).
Estimation and inference in large heterogeneous panels with a
multifactor error structure.
\emph{Econometrica}, 74(4), 967-1012.
\doi{10.1111/j.1468-0262.2006.00692.x}

Swamy, P. A. V. B. (1970).
Efficient inference in a random coefficient regression model.
\emph{Econometrica}, 38(2), 311-323.
\doi{10.2307/1913012}
}
\seealso{
Useful links:
\itemize{
  \item \url{https://github.com/muhammedalkhalaf/xtbhst}
  \item Report bugs at \url{https://github.com/muhammedalkhalaf/xtbhst/issues}
}

}
\author{
\strong{Maintainer}:  

Other contributors:
\itemize{
  \item Tore Bersvendsen [contributor]
}

}
\keyword{internal}
