Escudero, Walter Sosa; Bera, Anil K. - Facultad de Ciencias Económicas, Universidad Nacional … - 2008
This paper derives unbalanced versions of the tests statistics for ¯rst order serial correlation and random individual e®ects summarized in Sosa Escudero and Bera (2001), and updates their xttest1 routine. The derived tests statistics should be useful for applied researchers faced with the...