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st: Test for autocorrelation using xtregar


From   M Quagliariello <mq102@york.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Test for autocorrelation using xtregar
Date   Wed, 4 Feb 2004 14:22:47 -0000

Hi!
I'm trying to understand if my panel shows autocorrelation using
xtregar. 
Unfortunately I am not able to interpret the significance of the tests
provided (e.g. . for the Baltagi-Wu LBI).
Stata does not put "stars" and I cannot find the critical values.
I had a look at the past FAQs, but there are many questions on this
issue and few answers.
Can anyone help me?

Thanks a lot.

Mario


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