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st: Autocorrelation test Pooled OLS


From   "Onken Tobias (Stud. FDEWB)" <t.onken@student.maastrichtuniversity.nl>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Autocorrelation test Pooled OLS
Date   Thu, 9 Jul 2009 14:43:15 +0200

Dear Statalisters,

as a newbie on Stata, and after having searched for several days now (without a clear result) I'm posting this question to you:

I am running a pooled OLS (regress) on about 700 over a five years time-span. For this I would like to perform an autocorrelation test as I'm expecting autocorrelation. The options I've tested were 
(1) xtserial -> as this is used for panel data, it might not be suitable
(2) estat bpagan or ivactest -> which are not available for multiple panels (I tried to tsset the data before, but also without tsset it does not work)
Do you have any suggestion about how to deal with this matter?

I'd very much appreciate your help. Thank you already in advance

Tobias
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