XTISTEST: Stata module to perform Portmanteau test for panel serial correlation
Statistical Software Components from Boston College Department of Economics
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).
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 (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/xtistest.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtistest.sthlp help file (text/plain)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s458236
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