Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Panel data and autocorrelation


From   D Jimenez Rubio <[email protected]>
To   <[email protected]>
Subject   st: Panel data and autocorrelation
Date   Tue, 17 Jun 2003 15:56:26 +0100

Hello,

I am a phd student at the University of York (UK). I am running a panel
data model with Stata but I cannot find any way to detect
autocorrelation in the model. I am aware that there is a test for it
(Baltagi), but I was not able to access it. Specifically, I am running
fixed effects and random effects model including year dumies. I would
like to check for autocorrelation in my model. Is there anyone who can
help me? Thanks a lot. Sincerely,

Dolores Jimenez Rubio

Department of Economics 
and Related Studies
Room A/B327
Alcuin College
University of York 
Phone: +44 (0) 1904 434593

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index