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st: m1 and m2 autocorrelation tests for within-groups
From
Ricardo Dias de Oliveira Brito <[email protected]>
To
"'[email protected]'" <[email protected]>
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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