Testing for serial correlation in fixed-effects panel models
Stata Journal, 2018, vol. 18, issue 1, 76-100
Current serial correlation tests for panel models are cumbersome to use, not suited for fixed-effects models, or limited to first-order autocorrelation. To fill this gap, I implement three recently developed tests.
Keywords: xtqptest; xthrtest; xtistest; serial correlation; panel time series; fixed effects; higher-order serial correlation (search for similar items in EconPapers)
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