XTQPTEST: Stata module to perform Born & Breitung Bias-corrected LM-based test for serial correlation

Jesse Wursten

Statistical Software Components from Boston College Department of Economics

Abstract: xtqptest calculates the bias-corrected Q(P) statistic for serial correlation described in Born & Breitung (Econometric Reviews, 2016) for varlist of ue-residuals.

Language: Stata
Requires: Stata version 12
Keywords: serial correlation; panel; fixed effects; residual autocorrelation test (search for similar items in EconPapers)
Date: 2016-08-13, Revised 2018-04-07
Note: This module should be installed from within Stata by typing "ssc install xtqptest". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/x/xtqptest.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtqptest.sthlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s458219

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