d xtserial tests for serial correlation in linear panel-data models

d xtserial implements a test for serial correlation in the idiosyncratic
d errors of a linear panel-data model discussed by Wooldridge (2002).  
d Drukker (2003) presents simulation evidence that this test has good size 
d and power properties in reasonable sample sizes.
d

d See Drukker (2003) and Wooldridge (2002) for further details.
d

d The do-file serial_sim_all.do can be used to replicate the results in
d Drukker (2003).  However, this do file contains 2000 simulations for each 
d of 168 different Monte Carlo experiments.  Thus, this file takes a very 
d long time to run.
d

d References:
d
d Drukker, D. M. 2003.
d Testing for serial correlation in linear panel-data models.
d The Stata Journal (3)2, 1-10.
d 
d Wooldridge, J. M.  2002.
d Econometric Analysis of Cross Section and Panel Data.
d Cambridge, Massachusetts:The MIT Press.

f xtserial/serial_sim_all.do
f xtserial/xtserial.ado
f xtserial/xtserial.hlp
f xtserial/serial_sim_all.do