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st: Re: Testing for Autocorrelation after Xtreg?
From
Christopher Baum <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Re: Testing for Autocorrelation after Xtreg?
Date
Wed, 19 Jan 2011 06:37:32 -0500
On Jan 19, 2011, at 2:33 AM, Brad wrote:
> I tried this, but I am really looking for a post-estimation test. Xtserial doesn't allow me to use the time-series operators that I am using to lag my independent variables. Other thoughts?
So just create the appropriate lagged variables with generate, and run the regression with those variables.
This is not, btw, an appropriate setting for a Hausman test. xtreg vs xtregar do not meet the specs of the setup of such a test.
Kit
Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
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