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st: Panel data and autocorrelation

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


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

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