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

Author

Listed:
  • Nicholas Oulton

    (National Institute of Economic and Social Research)

Programming Language

Stata

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.

Suggested Citation

  • Nicholas Oulton, 1998. "PANTEST2: Stata module to perform diagnostic tests in fixed effects panel regressions," Statistical Software Components S336601, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s336601
    as

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    File URL: http://fmwww.bc.edu/repec/bocode/p/pantest2.ado
    File Function: program code
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    Keywords

    Stata;

    Statistics

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