[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
st: psar1 - is there a way to test?
I am using xtgls and am trying to determine whether psar1 or ar1 best represents my data. I have a 960 new firms and a T of 9 years. I could argue from a theoretical standpoint that individual firms from a number of different industries could have different AR1's.
xttest1 may test for this but I received an error due to an unbalanced panel.
Any recommendations for testing, comparing results that would help me make a decision?
Thanks for your help!
* For searches and help try: