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AW: 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   AW: st: Autocorrelation test Pooled OLS
Date   Fri, 10 Jul 2009 10:42:41 +0200

Johan, 
thank you very much for the hints. This was exactly what I thought, too. Since xtserial is no postestimation command, it should have enough power for the panels I have, no matter what kind of regression I use. I'll also try abar. 

Best
Tobias
________________________________________
Von: owner-statalist@hsphsun2.harvard.edu [owner-statalist@hsphsun2.harvard.edu] im Auftrag von Johan Hellstrom [johan.hellstrom@pol.umu.se]
Gesendet: Freitag, 10. Juli 2009 10:15
An: statalist@hsphsun2.harvard.edu
Betreff: Re: st: Autocorrelation test Pooled OLS

Tobias,

Although your data have a small-T and large-N set-up, it is still a panel.
'xtserial' should probably work in your case (as the Wooldridge's test
should have descent power given your sample size), but you can also try
another user-written program - 'abar' (type 'findit abar').

Best,
Johan Hellström



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