A regression model with K = 16 independent variables is fit using a panel of sevenyears of

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A regression model with K = 16 independent variables is fit using a panel of sevenyears of data. The sums of squares for the seven separate regressions and the pooled regression are shown below. The model with the pooled data allows a separate constant for each year. Test the hypothesis that the same coefficients apply in everyyear.

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Econometric Analysis

ISBN: 978-0130661890

5th Edition

Authors: William H. Greene

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