XTDYNTEST: Stata module to perform specification tests after dynamic panel-data GMM estimation

Merwan Roudane ()

Statistical Software Components from Boston College Department of Economics

Abstract: xtdyntest runs cross-sectional dependence tests, structural break tests, and Sarafidis-Yamagata-Robertson (2009) tests after a dynamic panel data (DPD) estimator

Language: Stata
Requires: Stata version 16
Keywords: DPD; dynamic panel data; cross-sectional dependence; structural breaks (search for similar items in EconPapers)
Date: 2026-06-10
Note: This module should be installed from within Stata by typing "ssc install xtdyntest". 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/xtdyntest.ado
http://fmwww.bc.edu/repec/bocode/x/xtdyntest.sthlp

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s459740

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