I am new to Stata and working on panel data. I want little help regarding
Stata procedures for panel data. When AR (1) models are estimated Stata does
not reports DW statistic if Baltagi-WU LBI statistic is not required. Is
there any command to get DW statistic without LBI statistic.
My second question is that if autocorrelation is detected then how can one
remove it in panel data models in Stata.
When using instrumental variables in panel data there is no option of
detecting autocorrelation. How can this be done (with commands) and how can
autocorrelation be removed.
Any help in this regard will be greatly appreciated.
