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  • Test serial correlation for panel data

    I have a set of panel data (including variables X1, X2, X3. and N=193; T=22) these variables are used as independent variables in the model. I want to check the autocorrelation of each of these variables (Ex: Whether each variable X (1,2,3)has serial correlation during the research period?), what method should I use? Can I use ARMA method in panel data, treat them as time series data?

  • #2
    Is your interest in the X or the residual?

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