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Re: st: Autocorrelation in Panel Data, xtregar and xtreg


From   Nick Cox <njcoxstata@gmail.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Autocorrelation in Panel Data, xtregar and xtreg
Date   Mon, 8 Apr 2013 10:51:35 +0100

Sorry, but I don't practise panel data econometrics and have no advice
on your major question, beyond suggestions that your time series look
rather short and to check for trend as well as autocorrelation.

I am always puzzled by the implication that autocorrelation in time
series is a surprise and a nuisance, but everything depends on your
goal.

Besides, there are many people who are experts in that field and they
should be able to give good advice.

Nick
njcoxstata@gmail.com


On 8 April 2013 10:44, Massimiliano Sassone
<massimilianosassone@gmail.com> wrote:
> Dear Nick,
>
> Thank you for pointing out the linguistic imprecision.
> I am aware of the fact that my knowledge is very limited, but I aim at
> improving and learning the theories and how to use Stata to apply
> them.
> I understand that language is an important part of the scientific
> fields, therefore, I will remember to use the correct expression next
> time, and be consistent in the future.
>
> Regarding the Wooldridge test, how would you interpret the results?
>
> Considering my ignorance on the topic, I would really appreciate your advice.
>
> Thank you very much
>
> Massimiliano (Max) Sassone
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