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Re: st: durbin-watson with panel data
On Friday 22 November 2002 12:57, you wrote:
> On Friday 22 November 2002 11:30, Peter Haan wrote:
> > Hi Statalist,
> > How can I perform a Durbin Watson test, or another test controlling for
> > serial corr after having done a fixed effect estimation.
> > I tried using dwstat, bgtest and durbinh after xtreg, and after dummy
> > variable estimation, however stata indicates that these comands might
> > not work with panel data.
> > Thanks for your help
> > peter
> In the event that there is no built-in routine to do it, see pp. 324-5 of
> _A Guide to Econometrics_ by Marno Verbeek. He also references the
> following article:
> Bhargava, A., Franzini, L. and Narendranathan, W. (1983), Serial
> Correlation and the Fixed Effects Model, Review of Economic Studies, 49,
Change the title of the Verbeek book to _A Guide to Modern Econometrics_.
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