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st: Re: autocorrelation and panel data


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: autocorrelation and panel data
Date   Thu, 18 Mar 2004 18:13:23 -0600

----- Original Message ----- 
From: "Cordula Stolberg" <cs32@sussex.ac.uk>
To: <statalist@hsphsun2.harvard.edu>
Sent: Thursday, March 18, 2004 5:57 AM
Subject: st: autocorrelation and panel data


> Hello,
> 
> I am doing a fixed effects regression and I'm now trying to test for 
> autocorrelation. I tried the xttest2, 

<snip>

As a note, -xttest2- tests for cross-sectional correlation not autocorrelation.

Scott

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