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

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Author Info
Nicholas Oulton () (National Institute of Economic and Social Research)

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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.

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File URL: http://fmwww.bc.edu/repec/bocode/p/pantest2.ado
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File Function: program code
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Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S336601.

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Programming language: Stata
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Date of creation: 06 Mar 1998
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Handle: RePEc:boc:bocode:s336601

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