Home  >>  Archives  >>  Volume 23 Number 2  >>  st0714 The Stata Journal Volume 23 Number 2: pp. 418-437

Subscribe to the Stata Journal

A Lagrange multiplier test for the mean stationarity assumption in dynamic panel-data models

View all articles by these authors: Laura Magazzini, Giorgio Calzolari

View all articles with these keywords: xttestms, panel data, dynamic model, generalized method of moments estimation, initial conditions, test of overidentifying restrictions, Lagrange multiplier test