This article presents a parametric bootstrap approach to inference on the regression coefficients in panel data models. We aim to propose a method that is easily applicable for implement hypothesis testing and construct confidence interval of the regression coefficients vector of balanced and unbalanced panel data models. We show the results of our simulation study to compare of our parametric bootstrap approach with other approaches and approximated methods based on a Monte Carlo simulation study.

中文翻译：

---

面板数据模型中回归系数的推论：参数引导法

本文提出了一种参数自举方法来推断面板数据模型中的回归系数。我们旨在提出一种易于实施假设检验的方法，并构造平衡和不平衡面板数据模型的回归系数向量的置信区间。我们显示了仿真研究的结果，以将我们的参数自举方法与其他方法和基于蒙特卡洛仿真研究的近似方法进行比较。