st: autocorrelation tests on panel data: correction

From	Christopher F Baum <[email protected]>
To	[email protected]
Subject	st: autocorrelation tests on panel data: correction
Date	Tue, 21 Oct 2003 19:53:26 -0400

In my posting on this subject I spoke of 'arch2'. The routine is 'archlm2', which provides the same test as official 'archlm' on a single timeseries of a panel.

Kit

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