testing for serial correlation in dpm output
- Dominant language
- R
- Stars
- 16
- Forks
- 9
- PR merge metrics
- No merged PRs in 30d
Description
Hi, thanks for creating the great package. I was wondering if there is any mechanism via dpm to do post-estimation tests for serial correlation, equivalent to the Arellano–Bond Test of Serial Correlation used in GMM products (e.g. `mtest` for `plm::pgmm`
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Research direction
Review the dpm package's dynamic panel model and post-estimation entry points; the issue does not name specific files or tests. Compare the available output with Arellano–Bond serial-correlation testing, including mtest for plm::pgmm, and clarify the expected interface and supported test before implementation. Done means dpm provides a documented way to perform the requested post-estimation test.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- r
- Domain
- data, testing-qa
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 20/100