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st: autocorrelation tests in panel data

From   D Jimenez Rubio <[email protected]>
To   <[email protected]>
Subject   st: autocorrelation tests in panel data
Date   Thu, 9 Oct 2003 14:28:55 +0100

Dear statalist users,
I am wondering if there is any command in Stata to test for
autocorrelation of order p (p>1) in panel data. The command that I am
using is xtregar..., lbi, but this is only useful to test for first
order autocorrelation.

Thanks a lot for your help,


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