@article{Magazzini:340515,
      recid = {340515},
      author = {Magazzini, Laura and Calzolari, Giorgio},
      title = {A Lagrange multiplier test for the mean stationarity  assumption in dynamic panel-data models},
      journal = {Stata Journal},
      address = {2023-04},
      number = {199-2024-886},
      year = {2023},
      abstract = {In this article, we describe the xttestms command, which  implements the Lagrange multiplier test proposed by  Magazzini and Calzolari (2020, Econometric Reviews 39:  115–134). The test verifies the validity of the initial  conditions in dynamic panel-data models, which is required  for consistency of the system generalized method of moments  estimator.},
      url = {http://ageconsearch.umn.edu/record/340515},
      doi = {https://doi.org/10.22004/ag.econ.340515},
}