PANELAUTO: Stata module to support tests for autocorrelation on panel data

Christopher Baum ()

Statistical Software Components from Boston College Department of Economics

Abstract: 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.

Language: Stata
Requires: Stata version 7.0 (6.0 for dwstat2)
Keywords: autocorrelation; panel; arch; Engle; Breusch-Godfrey; LM; DW; Durbin (search for similar items in EconPapers)
Date: Written 2003-10-21
Note: This module may be installed from within Stata by typing "ssc install panelauto". Windows users should not attempt to download these files with a web browser.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/d/durbina2.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/d/durbina2.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/d/durbina2.dlg dialog file (text/plain)
http://fmwww.bc.edu/repec/bocode/d/dwstat2.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/d/dwstat2.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/d/dwstat2.dlg dialog file (text/plain)
http://fmwww.bc.edu/repec/bocode/b/bgodfrey2.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/b/bgodfrey2.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/b/bgodfrey2.dlg dialog file (text/plain)
http://fmwww.bc.edu/repec/bocode/a/archlm2.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/a/archlm2.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/a/archlm2.dlg dialog file (text/plain)
http://fmwww.bc.edu/repec/bocode/a/ac2.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/a/ac2.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/a/ac2.dlg dialog file (text/plain)
http://fmwww.bc.edu/repec/bocode/p/pac2.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/pac2.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/p/pac2.dlg dialog file (text/plain)
http://fmwww.bc.edu/repec/bocode/w/wntestq2.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/w/wntestq2.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/w/wntestq2.dlg dialog file (text/plain)

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