pbltest: Baltagi and Li Serial Dependence Test For Random Effects Models
Description
Baltagi and Li (1995)'s Lagrange multiplier test for AR(1) or MA(1)
idiosyncratic errors in panel models with random effects.
Usage
pbltest(x, data, alternative = c("twosided","onesided"), ...)
Arguments
x
a model formula,
data
a data.frame,
alternative
one of "twosided",
"onesided". Selects either $H_A: 0$ or $H_A: >
0$ (i.e., the Normal or the Chi-squared version of the test),...{further arguments.}An object of class <