st: Re: autocorrelation and panel data

[M Quagliariello <mq102@york.ac.uk>]

Dear Cordula, 
I experienced the same problem.
I asked Stata-experts and they suggested me to use -xtserial- that can
test for (first order) serial correlation in panel data models. It is a
user-written routine.

You should only type in

   findit xtserial

to locate, read about, and install it.

Mario

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