Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

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

From   Nick Cox <>
To   "" <>
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

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


On 8 April 2013 10:44, Massimiliano Sassone
<> 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
> *
> *   For searches and help try:
> *
> *
> *
*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index