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Re: st: Testing for serial correlation in small panel samples


From   Scott Merryman <scott.merryman@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Testing for serial correlation in small panel samples
Date   Tue, 6 Sep 2011 16:32:16 -0500

On Tue, Sep 6, 2011 at 7:22 AM, christina sakali
<christina.sakali@googlemail.com> wrote:
<snip>

> For example is there a way to compute Bhargava's et al. (1982) DW
> stat. for panel data or Baltagi's (2001, p.94) LM test for first-order
> serial correlation in a fixed effects model?

See -help xtregar- and the -lbi- option.

Scott
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