Pool Estimation
Posted: Thu Oct 10, 2013 1:19 pm
Quick econometrics question: if we unstack the data in a panel data workfile and create a pool on a new page, we can estimate a fixed effects or random model in which we can calculate cross-section specific coefficients. Then, we can run a Wald test to check the restriction of equality of these coeficients. In doing so, are we checking for poolability?