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st: RE: Re: Testing for panel-specific autocorrelation


From   Romain.DUVAL@oecd.org
To   statalist@hsphsun2.harvard.edu
Subject   st: RE: Re: Testing for panel-specific autocorrelation
Date   Thu, 27 Mar 2003 14:12:08 +0100

Thanks Scott!

-----Original Message-----
From: Scott Merryman [mailto:smerryman@kc.rr.com]
Sent: Friday, March 21, 2003 3:48 AM
To: statalist@hsphsun2.harvard.edu
Subject: st: Re: Testing for panel-specific autocorrelation


----- Original Message -----
From: <Romain.DUVAL@oecd.org>
To: <statalist@hsphsun2.harvard.edu>
Sent: Tuesday, March 18, 2003 8:22 AM
Subject: st: Testing for panel-specific autocorrelation


> I see how one can correct for panel-specific autocorrelation (using
> xtgls..., corr(psar1)), but I am unsure of a simple way to test whether
this
> autocorrelation is indeed panel-specifc (a dw test for instance only tests
> for common auto-correlation)
>
> Thanks a lot for your help!

How about -xttest1-

Scott


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