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by kizil
Mon Mar 16, 2009 5:49 am
Forum: Estimation
Topic: Dynamic Panel Data Residual tests
Replies: 8
Views: 19222

Re: Dynamic Panel Data Residual tests

Hi all, The user's guide actually has an example on testing for residual autocorrelation (p. 555). I assume that the procedure described there is also applicable to dynamic panel estimations. But there is one point that could not understand in that example: It reads: "Under the null hypothesis ...

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