Thanks Scott!
-----Original Message-----
From: Scott Merryman [mailto:[email protected]]
Sent: Friday, March 21, 2003 3:48 AM
To: [email protected]
Subject: st: Re: Testing for panel-specific autocorrelation
----- Original Message -----
From: <[email protected]>
To: <[email protected]>
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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