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st: Autocorrelation and IV in Panel data


From   "kashif saeed" <mmks_ku@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Autocorrelation and IV in Panel data
Date   Mon, 09 Aug 2004 13:58:56 +0500

Hi!

I am new to Stata and working on panel data. I want little help regarding Stata procedures for panel data. When AR (1) models are estimated Stata does not reports DW statistic if Baltagi-WU LBI statistic is not required. Is there any command to get DW statistic without LBI statistic.

My second question is that if autocorrelation is detected then how can one remove it in panel data models in Stata.

When using instrumental variables in panel data there is no option of detecting autocorrelation. How can this be done (with commands) and how can autocorrelation be removed.

Any help in this regard will be greatly appreciated.

Kashif Saeed.

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