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.
| Version: | 1.1.0 |
| Depends: | R (≥ 3.5.0) |
| Imports: | stats, graphics, grDevices |
| Suggests: | testthat (≥ 3.0.0) |
| Published: | 2026-10-01 |
| DOI: | 10.32614/CRAN.package.xtbhst |
| Author: | Muhammad Alkhalaf 
[aut, cre, cph],
Tore Bersvendsen [ctb] |
| Maintainer: | Muhammad Alkhalaf <muhammedalkhalaf at gmail.com> |
| BugReports: | https://github.com/muhammedalkhalaf/xtbhst/issues |
| License: | GPL-3 |
| URL: | https://github.com/muhammedalkhalaf/xtbhst |
| NeedsCompilation: | no |
| Citation: | xtbhst citation info |
| Materials: | README, NEWS |
| CRAN checks: | xtbhst results |
Documentation:
| Reference manual: | xtbhst.html , xtbhst.pdf |
Downloads:
| Package source: | xtbhst_1.1.0.tar.gz |
| Windows binaries: | r-devel: xtbhst_1.0.2.zip, r-release: xtbhst_1.0.2.zip, r-oldrel: xtbhst_1.1.0.zip |
| macOS binaries: | r-release (arm64): xtbhst_1.0.2.tgz, r-oldrel (arm64): xtbhst_1.0.2.tgz, r-release (x86_64): xtbhst_1.1.0.tgz, r-oldrel (x86_64): xtbhst_1.1.0.tgz |
| Old sources: | xtbhst archive |
Linking:
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