English, Article edition: PANELAUTO: Stata module to support tests for autocorrelation on panel data Christopher F Baum

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Bookmark: http://trove.nla.gov.au/version/102854
Physical Description
  • code
Language
  • English

Edition details

Title
  • PANELAUTO: Stata module to support tests for autocorrelation on panel data
Author
  • Christopher F Baum
Physical Description
  • code
Notes
  • These routines are minor modifications of official Stata commands ac, archlm, bgodfrey, durbina, dwstat, pac and wntestq which permit their use on a single time series of a panel dataset (as specified with an if or in qualifier). An if or in qualifier need not be used by durbina2 nor dwstat2. Dialogs are provided for each routine.
  • autocorrelation, panel, arch, Engle, Breusch-Godfrey, LM, DW, Durbin
  • RePEc:boc:bocode:s435102
Language
  • English
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