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st: box-pierce test for panel data


From   "Lim, Raymond" <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: box-pierce test for panel data
Date   Wed, 5 Jan 2011 16:29:44 -0500

Hello Statalisters,
If there a Box-Pierce test for panel data? This paper proposes one extention, but it that a module to extend wntestq to panel data in Stata? http://www-personal.umich.edu/~gsolon/workingpapers/inoue.pdf

Thanks!
-Raymond
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