jacob-long / jacob-long/dpm

testing for serial correlation in dpm output

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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

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