PANTEST2: Stata module to perform diagnostic tests in fixed effects panel regressions

Nicholas Oulton

Statistical Software Components from Boston College Department of Economics

Abstract: pantest2 tests for serial correlation of residuals, for the significance of fixed effects, and for the normality of residuals. This version requires the name of the time variable (tis...) as the first argument. This is version 1.0.2 of the software.

Language: Stata
Date: 1998-03-06
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http://fmwww.bc.edu/repec/bocode/p/pantest2.ado program code (text/plain)

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