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st: Testing for serial correlation in residuals under panel data


From   "Nuno" <[email protected]>
To   <[email protected]>
Subject   st: Testing for serial correlation in residuals under panel data
Date   Tue, 12 Aug 2008 23:48:27 +0100

Hi everyone,

I have a panel data of about 20000 observations (firms and years) and I've
estimated a panel data model using xtreg:

xtreg y x1 x2 x3 x4, fe vce(robust)

What I would like to do now is to test for serial correlation in the
residuals of the previous model. Is there a way of doing this under Stata
using panel data?

All the best,

Nuno

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