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st: critical values of LBI test in xtregar


From   "Iwan Barankay" <I.Barankay@warwick.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: critical values of LBI test in xtregar
Date   Sat, 02 Nov 2002 13:47:36 +0000

Hi,

I want to check my panel regressions for first order autocorrelation using the xtregar command. Now the critical values for the Baltagi-Wu (1999) locally best invariant (LBI) test statistic are not given. Is there a way to get them? Or is it an okay approximation to use the critical values of a normal DW statistic? (Just to make sure that it's worthwhile to program the critical values.)

Many thanks,

Iwan


_________________________________

Iwan Barankay
Department of Economics
University of Warwick
Coventry CV4 7AL
U.K.
Tel.: **44 (0)2476524930
Fax.: **44 (0)2476523032
Email: I.Barankay@warwick.ac.uk
Web: http://www.warwick.ac.uk/~ecrhc


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