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AW: st: panel-specific autocorrelation with unbalanced panels


From   Jessica Ölschläger <jessica.oelschlaeger@uni-hohenheim.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   AW: st: panel-specific autocorrelation with unbalanced panels
Date   Tue, 11 Dec 2007 14:19:54 +0100

Delia and Nicola,

thank you very much for your suggestions. 
I've already had tried both but I don't see how to test for panel-specific
autocorrelation with xtserial or abar.
It may be done with xttest1 but this works for balanced panels only.

Jessica
 
----------------------------------------------------------------
Dipl. oec. Jessica Ölschläger
 
Forschungsstelle Europäische Integration
Universität Hohenheim

-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Delia Ionascu
Gesendet: Montag, 10. Dezember 2007 20:00
An: statalist@hsphsun2.harvard.edu
Betreff: Re: st: panel-specific autocorrelation with unbalanced panels

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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