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st: Test for autocorrelation in xtpoisson

From   Óscar Becerra-CERAC <>
To   <>
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?
Óscar Becerra
Conflict Analysis Resource Center, CERAC

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