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st: Test for autocorrelation using xtregar
I'm trying to understand if my panel shows autocorrelation using
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.
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