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st: serial correlation in fixed effect model


From   Christopher Grigoriou <C.GRIGORIOU@unames.u-clermont1.fr>
To   statalist@hsphsun2.harvard.edu
Subject   st: serial correlation in fixed effect model
Date   Wed, 04 Aug 2004 14:55:47 +0200

Hi stata users,

I have run the drukker test implemented on stata to detect serial correlation in fixed effect panel data models...it told me I have some serial correlation...then, to correct it, am I allowed to use the command xtgls then p(h) and c(a)??(since my model is specified with a FE)

Awaiting a response.
Sincerely,

Christopher



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