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st: xtserial vs. xttest1 for serial correlation

From   Thomas Jacobs <>
To   StataList <>
Subject   st: xtserial vs. xttest1 for serial correlation
Date   Sun, 27 Jun 2010 20:33:04 -0500

Can anyone share an opinion on contradictory results from xtserial and
the Baltagi-Li (1995) test for serial correlation implemented in
xttest1?  I have a series of results that either show strong
statistical significance finding serial correlation with xttest1 but
no significance from the Wooldridge test in xtserial.  Thanks.


Thomas Jacobs
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