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RE: st: Testing for serial correlation in residuals under panel data


From   "Nuno" <liststata@gmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Testing for serial correlation in residuals under panel data
Date   Wed, 13 Aug 2008 19:27:45 +0100

Thank you Joćo! 

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Joao Ricardo F.
Lima
Sent: 13 August 2008 17:46
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: Testing for serial correlation in residuals under panel
data

Nuno,

try

help xtserial.

HTH,

Joao Lima

2008/8/12 Nuno <liststata@gmail.com>:
> 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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>



--
-------------------------------
Joao Ricardo Lima
Professor
UFPB-CCA-DCFS
+553138923914
-------------------------------
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