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LMADURM2: Stata module to compute 2SLS-IV Autocorrelation Dynamic Durbin m Test at Higher Order AR(p)

Author

Listed:
  • Emad Abd Elmessih Shehata

    (Agricultural Economics Research Institute, Egypt)

  • Sahra Khaleel A. Mickaiel

    (Cairo University, Faculty of Agriculture, Egypt)

Programming Language

Stata

Abstract

lmadurm2 computes 2SLS-IV Autocorrelation Dynamic Durbin m Test at Higher Order AR(p)

Suggested Citation

  • Emad Abd Elmessih Shehata & Sahra Khaleel A. Mickaiel, 2015. "LMADURM2: Stata module to compute 2SLS-IV Autocorrelation Dynamic Durbin m Test at Higher Order AR(p)," Statistical Software Components S457977, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s457977
    Note: This module should be installed from within Stata by typing "ssc install lmadurm2". 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.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/l/lmadurm2.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/l/lmadurm2.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/l/lmadurm2.dlg
    File Function: dialog file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/l/lmadurm2.dta
    File Function: sample data file
    Download Restriction: no
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