PANELAUTO: Stata module to support tests for autocorrelation on panel data
AbstractThese routines are minor modifications of official Stata commands ac, archlm, bgodfrey, durbina, dwstat, pac and wntestq which permit their use on a single time series of a panel dataset (as specified with an if or in qualifier). An if or in qualifier need not be used by durbina2 nor dwstat2. Dialogs are provided for each routine.
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Bibliographic InfoSoftware component provided by Boston College Department of Economics in its series Statistical Software Components with number S435102.
Programming language: Stata
Requires: Stata version 7.0 (6.0 for dwstat2)
Date of creation: 21 Oct 2003
Date of revision: 26 Nov 2003
Note: This module may be installed from within Stata by typing "ssc install panelauto". Windows users should not attempt to download these files with a web browser.
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Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Web page: http://fmwww.bc.edu/EC/
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For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum).
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