Hi dear scholar! With best wishes for you all. I know a little about heterogeneity problems in a model, such as slope heterogeneity due to cross sections differences. Is there any other heterogeneity exist in panel data ? To solve this slope heterogeneity we split the units into subgroups based on a characteristics such as income level, democracy, etc. Or use interaction term even in homogeneous models, or use heterogeneous mode such as DCCEMG, CS ARDL etc. Please let me know if there is another method. Thank you