XTQPTEST: Stata module to perform Born & Breitung Bias-corrected LM-based test for serial correlation. Author & abstract; Download; Related works & more ...
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breitung test stata download
XTQPTEST: Stata module to perform Born & Breitung Bias-corrected LM-based test for serial correlation. Author & abstract; Download; Related works & more .... by I Caspi · Cited by 97 — augmented Dickey-Fuller (ADF) test where the alternative hypothesis is of a mildly explo- ... tests for bubbles, see Gürkaynak (2008) and Homm and Breitung (2012). ... under Rtadf∗.11 Alternatively, EViews users with version 8 can download .... keywords, serial correlation, panel, fixed effects, residual autocorrelation test ... note, This module should be installed from within Stata by typing "ssc install ... 3925e8d270