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Re: st: panel-specific autocorrelation with unbalanced panels


From   Delia Ionascu <di.eco@cbs.dk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: panel-specific autocorrelation with unbalanced panels
Date   Mon, 10 Dec 2007 19:59:35 +0100

Another option is to use 
abar  (you could download it from 
http://ideas.repec.org/c/boc/bocode/s437501.html)

abar performs the Arellano-Bond (1991) test for autocorrelation. 
abar runs after regress, ivreg, ivreg2, and ivreg2, gmm; also after 
newey and newey2

Delia


----- Original Message -----
From: nicola.baldini2@unibo.it
Date: Monday, December 10, 2007 6:51 pm
Subject: Re: st: panel-specific autocorrelation with unbalanced panels
To: statalist@hsphsun2.harvard.edu
Cc: jessica.oelschlaeger@uni-hohenheim.de

> Does -xtserial- from sj3-2 help?
> Nicola
> At 02.33 08/12/2007 -0500, =?iso-8859-1?Q?Jessica_=D6lschl=E4ger?= 
> wrote:>Dear Statalisters,
> >
> >I want to test for panel-sepcific autocorrelation in my panel 
> data set.
> >Unfortunately xttest1 doesn?t work as my data is unbalanced.
> >Is there a way to fix this problem in Stata?
> >
> >Any comments would be greatly appreciated.
> >
> >Jessica
> 
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