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st: Re: Panel data and autocorrelation


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: Panel data and autocorrelation
Date   Tue, 17 Jun 2003 20:41:24 -0500

----- Original Message ----- 
From: "D Jimenez Rubio" <djr109@york.ac.uk>
To: <statalist@hsphsun2.harvard.edu>
Sent: Tuesday, June 17, 2003 9:56 AM
Subject: st: Panel data and autocorrelation


> Hello,
>
> I am a phd student at the University of York (UK). I am running a panel
> data model with Stata but I cannot find any way to detect
> autocorrelation in the model. I am aware that there is a test for it
> (Baltagi), but I was not able to access it. Specifically, I am running
> fixed effects and random effects model including year dumies. I would
> like to check for autocorrelation in my model. Is there anyone who can
> help me? Thanks a lot. Sincerely,
>
> Dolores Jimenez Rubio
>

You might want to take a look at -xtregar, lbi-,  -pantest2-,  and -xttest1-

-pantest2- and -xttest1- can be located with -findit-

Hope this helps,
Scott




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