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The Stata Journal
Volume 18 Number 1: pp. 76-100

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Testing for serial correlation in fixed-effects panel models

Jesse Wursten
Faculty of Economics and Business
KU Leuven
Leuven, Belgium
Abstract.  Current serial correlation tests for panel models are cumbersome to use, not suited for fixed-effects models, or limited to first-order autocorrelation. To fill this gap, I implement three recently developed tests.

View all articles by this author: Jesse Wursten

View all articles with these keywords: xtqptest, xthrtest, xtistest, serial correlation, panel time series, fixed effects, higher-order serial correlation

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