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st: Hausman test in a dynamic panel model?

From   joales salbdralor <>
To   statalist <>
Subject   st: Hausman test in a dynamic panel model?
Date   Mon, 18 Jun 2012 10:02:20 +0200

Dear all,

I would like to know if the HAusman test can still be used in a
dynanic panel data model.

 When I type
xtreg depen depend_lagged regressors, fe
estimates store fixed
xtreg depen depend_lagged regressors, re
estimates store random
hausman fixed random

the lagged variable drops and I get the message

variable depend_lagged not found

Is there an alternative way to coduct such test?

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