Hi Everyone,
I had a question on testing coefficient across separately estimated
samples. The problem is the following: I estimate firm-level production
function where I divide the sample in 5 sub-samples defined by majority
owner: I.e., if majority owner is the State I classify the firm in that
group, if it is a financial institution I classify it in that group and
so on. After estimating regressions I would like to test the equality of
coefficients across equations.
Any suggestion how this could be implemented is highly appreciated.
Sincerely,
Bersant Hobdari
Center for East European Studies
Institute of International Economics and Management
Copenhagen Business School
Howitzvej 60, 2000 Frederiksberg, Denmark
Phone: office: (45) 38153052
Phone: mobile: (45) 26140295
Fax: (45) 3815 2500
MAILTO: [email protected]
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