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st: RE: autocorrelation tests in panel data

From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: autocorrelation tests in panel data
Date   Thu, 9 Oct 2003 14:45:29 +0100

D Jimenez Rubio

> 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.

I don't know about tests. Why not look at a few graphs? 

forval i = 1/<maxlag> { 
	scatter response L`i'.response 

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