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Re: st: How do I test autocorrelation in panel data with time-series operators?


From   Muhammad Anees <anees@aneconomist.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: How do I test autocorrelation in panel data with time-series operators?
Date   Sat, 15 Oct 2011 10:57:23 +0500

If not allowed using the time series operators like D.Var etc, why not
generate new variables for differences, and so for your lagged case.
It should work then.

On Sat, Oct 15, 2011 at 1:22 AM,  <feaguile@ing.uchile.cl> wrote:
> Hello,
>
> I just can test it because no test allows variables with lags.
>
> Thank you.
> *
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>



-- 


Regards

Anees

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