Implementing the Breusch-Godfrey Test for Serial Correlation in Stata

[@cach_dies]

This dude has saved my life multiple times

[@asopok]

I get an error which says " sample may not include multiple panels" is there any way you can please help me out

[@digray6732]

same problem

[@pedronovele386]

thank u, you have saved me.

[@a.dzulfahmiimran7888]

Could you please make tutorial related how to test multicollinearity and heteroscedasticity on panel Fixed Effect data

[@batsafi]

Can we apply Breusch-Godfrey test to test for autocorrelation in panel data? For example a dataset with up to 3 repeated measurements per person?

[@g3rwest310]

I think there seems to be a little mistake in the video 0:28. Durbin-Watson test may be misleading if regressors are predetermined but not strictly exogenous. To my knowledge, there is nothing to do with normal distribution, isn't it? But still, thank you for providing this study instruction!

[@parveenakhtar4421]

Hello sir. I am here to ask that Breusch-Godfrey test can be used for NARDL. I am using command in STATA like estat bgodfrey, lags (1/5) small. But it is not working

[@vegahedge1933]

what if i want to test autocorrelation in a return series, and not of the residuals of a regression model ?

[@deepakb7524]

Hi… Thanks for the great video.. I am in a similar situation as in the video.. My dataset is a monthly data and is serially autocorrelated unto 12th lag.. Have you any video demonstrating how i can address the issue? I have tried differencing, but it is till autocorrelated till 7th lag...

[@michaossowski3297]

Thank you!

[@randysugiarto3468]

sample may not include multiple panels?

[@maxweber2253]

same problem with me, did u have any solution?

[@Dr_Shiny]

bcz this test is not for Panel data.

[@iGore292]

Awesome, thank you

[@baneledludlu7983]

Amazing

[@aklepatzky]

what about nomiss0 command? i keep getting an error with that

[@s.nhabinde7345]

The image its not better