Another option is to use
abar (you could download it from
http://ideas.repec.org/c/boc/bocode/s437501.html)
abar performs the Arellano-Bond (1991) test for autocorrelation.
abar runs after regress, ivreg, ivreg2, and ivreg2, gmm; also after
newey and newey2
Delia
----- Original Message -----
From: [email protected]
Date: Monday, December 10, 2007 6:51 pm
Subject: Re: st: panel-specific autocorrelation with unbalanced panels
To: [email protected]
Cc: [email protected]
> Does -xtserial- from sj3-2 help?
> Nicola
> At 02.33 08/12/2007 -0500, =?iso-8859-1?Q?Jessica_=D6lschl=E4ger?=
> wrote:>Dear Statalisters,
> >
> >I want to test for panel-sepcific autocorrelation in my panel
> data set.
> >Unfortunately xttest1 doesn?t work as my data is unbalanced.
> >Is there a way to fix this problem in Stata?
> >
> >Any comments would be greatly appreciated.
> >
> >Jessica
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
>
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
