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st: Test for autocorrelation in xtpoisson


From   Óscar Becerra-CERAC <orbecerra@gmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Test for autocorrelation in xtpoisson
Date   Fri, 10 Mar 2006 18:08:28 -0500

Hi all,
 
I am working on a xtpoisson model, but I'm worried about the presence of
autocorrelation on it. I read the book of Cameron and Trivedi (1998) in
which they remark that Hausman, Hall and Griliches (1984) propose a test for
serial autocorrelation. Do you know any code that implement this test? And,
on the other hand, do you know another tests?
 
Thanks,
 
Óscar Becerra
Researcher
Conflict Analysis Resource Center, CERAC

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