Can I read Box-Pierce Test for Panel Data in Stata on EtoBox?
Box-Pierce Test for Panel Data in Stata by carlos castillo is a document available to read on EtoBox.
What is Box-Pierce Test for Panel Data in Stata about?
The Box-Pierce test is used to test for first-order serial correlation in panel data. It is implemented in Stata using the lmabpxt command. The test statistic follows a chi-square distribution, and the null hypothesis is that the data exhibits no autocorrelation. Using a pooled OLS model on airline data shows no significant autocorrelation. However, with fixed effects, the p-value decreases, indicating autocorrelation may be present.
- Author
- carlos castillo
- Language
- EN