< Back to previous page


Testing for serial correlation in fixed-effects panel models

Journal Contribution - Journal Article

Current serial correlation tests for panel models are either cumbersome to use, not suited for fixed effects models or limited to first order autocorrelation. We implement three recently developed tests to fill this gap.
Journal: Stata Journal
ISSN: 1536-867X
Issue: 1
Volume: 18
Pages: 76 - 100
Publication year:2018
Keywords:Applied mathematics