st: autocorrelation and panel data

[Cordula Stolberg <cs32@sussex.ac.uk>]

Hello,

I am doing a fixed effects regression and I'm now trying to test for 
autocorrelation. I tried the xttest2, but get the error message that the 
correlation matrix is singluar. I found out from previous entries that 
that's due to the fact that my N(=198) & my T(=8) are not equal. I've then 
done the xtregar, fe regression, but how do I test whether the rho_ar are 
significantly different from zero, as suggested by Kit Baum?

Moreover, I've then done the same regression with "reg" using a dummy 
variable estimator for the fixed effects. I know that I can then use 
panelauto to test for autocorrelation, but I always get the error message 
that the sample may not include multiple panels. Could anyone tell me what 
the correct "if" command is to do those tests from panelauto?

Thanks,
Cordula
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