Economics at your fingertips  

XTISTEST: Stata module to perform Portmanteau test for panel serial correlation

Jesse Wursten

Statistical Software Components from Boston College Department of Economics

Abstract: xtistest implements the Portmanteau IS-test for panel serial correlation introduced in Inoue & Solon (ET, 2006). The test is suited only for fixed effects regressions and can handle any sort of unbalancedness (e.g. gaps are allowed).

Language: Stata
Requires: Stata version 12
Keywords: serial correlation; panel; fixed effects; residual autocorrelation test; portmanteau (search for similar items in EconPapers)
Date: 2016-09-15, Revised 2022-06-14
Note: This module should be installed from within Stata by typing "ssc install xtistest". The module is made available under terms of the GPL v3 ( Windows users should not attempt to download these files with a web browser.
References: Add references at CitEc
Citations: View citations in EconPapers (1) Track citations by RSS feed

Downloads: (external link) program code (text/plain) help file (text/plain)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link:

Ordering information: This software item can be ordered from

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().

Page updated 2023-11-23
Handle: RePEc:boc:bocode:s458236