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RE: st: Serial correlation test for IV estimation


From   Regiane Silva Rodrigues <re_rdgz@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Serial correlation test for IV estimation
Date   Mon, 10 Dec 2012 12:25:04 -0200

Thank you very much!
It was so helpful.

----------------------------------------
> From: vanbekkum@ese.eur.nl
> Date: Mon, 10 Dec 2012 14:48:33 +0100
> Subject: Re: st: Serial correlation test for IV estimation
> To: statalist@hsphsun2.harvard.edu
>
> Try "ssc install abar". This installs the Arellano-Bond test for
> autocorrelation coded by David Roodman. As you will see in the help
> file: the test was originally proposed for a particular linear
> Generalized Method of Moments dynamic panel data estimator, but is
> quite general in its applicability--more general than dwstat,
> durbina, bgodfrey, and xtserial.
>
> ---
>
> Sjoerd van Bekkum
> Erasmus University, Netherlands
>
> >
> >
> >
> > On 10 December 2012 13:50, Regiane Silva Rodrigues <re_rdgz@hotmail.com> wrote:
> >>
> >> Can someone help me!
> >> How I can estimate a t-test for test serial correlation in an IV regression.
> >> Is it a simple t-test on the lagged dependent variable (the serial correlation coefficient)???
> >
> >
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