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st: m1 and m2 autocorrelation tests for within-groups


From   Ricardo Dias de Oliveira Brito <RicardoDOB@insper.edu.br>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: m1 and m2 autocorrelation tests for within-groups
Date   Thu, 24 Jun 2010 09:12:38 -0300

Dear all,

I would like to compute m1 and m2 test statistics for the OLS levels (regress) and within-groups (xtreg, fe) estimates.

... Like Stephen Bond does in "Dynamic panel data models: a guide to micro data methods and practice" with DPD98.

Do you know how to proceed in Stata?

Thanks in advance for your help!

Best regards, Ricardo

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