----- Original Message -----
From: "Cordula Stolberg" <[email protected]>
To: <[email protected]>
Sent: Thursday, March 18, 2004 5:57 AM
Subject: st: autocorrelation and panel data
> Hello,
>
> I am doing a fixed effects regression and I'm now trying to test for
> autocorrelation. I tried the xttest2,
<snip>
As a note, -xttest2- tests for cross-sectional correlation not autocorrelation.
Scott
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