First one started, last one finished
This news is a few weeks old, but I managed to bag another fun (at least to me) publication. It started as a footnote in my MS thesis in the Fall 2014 semester at Purdue University, with my eventual PhD advisor, Jim Binkley. Finding this paper a home took us a while, but now it can rest easy. Its title: " The Chow Test with Time Series-Cross Section Data ". It was the first journal article I ever helped write, let alone submit to a journal. While there's hopefully more to come, it's my most recent. If you have a regression model using nested data over groups and subgroups (e.g. industries & firms, counties & states) you may want to test for the presence of group effects. Often this is done with a Chow Test to examine differences in slopes for the groups' regression lines. However, if each datapoint has multiple observations (e.g. each county in the states in your sample has 5 years' worth of data), then this method may inadvertently detect subgroup d...