PANELAUTO: Stata module to support tests for autocorrelation on panel data
These 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.
|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.|
|Contact details of provider:|| Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA|
Web page: http://fmwww.bc.edu/EC/
More information through EDIRC
|Order Information:||Web: http://repec.org/docs/ssc.php|
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