Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: critical values of LBI test in xtregar


From   "Iwan Barankay" <[email protected]>
To   <[email protected]>
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: [email protected]
Web: http://www.warwick.ac.uk/~ecrhc


*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index