st: RE: autocorrelation tests in panel data

["Nick Cox" <n.j.cox@durham.ac.uk>]

D Jimenez Rubio

> I am wondering if there is any command in Stata to test for
> autocorrelation of order p (p>1) in panel data. The command 
> that I am
> using is xtregar..., lbi, but this is only useful to test for first
> order autocorrelation.

I don't know about tests. Why not look at a few graphs? 

forval i = 1/<maxlag> { 
	scatter response L`i'.response 
	more 
} 

Nick 
n.j.cox@durham.ac.uk 
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