LMADURH: Stata module to compute Durbin h, Harvey LM, Wald LM Autocorrelation Tests

Statistical Software Components from Boston College Department of Economics

Abstract: lmadurh computes Durbin h, Harvey LM, Wald LM Autocorrelation Tests after OLS - ALS Regression

Language: Stata
Requires: Stata version 10.1
Keywords: Durbin h; Harvey; Wald; autocorrelation; OLS (search for similar items in EconPapers)
Date: 2011-10-15, Revised 2011-10-27
Note: This module should be installed from within Stata by typing "ssc install lmadurh". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/l/lmadurh.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lmadurh.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lmadurh.dlg dialog file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lmadurh.dta sample data file (application/x-stata)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s457346

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