This paper proposes a residual-based Lagrange Multiplier (LM) test for slope homogeneity in large-dimensional panel data models with interactive fixed effects. We first run the panel regression under ...

In this article, we consider semiparametric estimation in a partially linear single-index panel data model with fixed effects. Without taking the difference explicitly, we propose using a ...

SAS/STAT software contains two procedures for fitting general linear models to panel data. The GLM procedure fits general linear models involving fixed effects.