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st: serial autocorrelation in panel with lagged dependent


From   Viktor Slavtchev <viktor.slavtchev@uni-jena.de>
To   statalist@hsphsun2.harvard.edu
Subject   st: serial autocorrelation in panel with lagged dependent
Date   Mon, 17 Dec 2007 09:48:38 +0100

Dear Statalisters,
Do you known how to test for serial autocorrelation (SAC) in the residuals in panel model with lagged dependent variable?
Are there any test for SAC after IV/GMM?
Thanks
Viktor
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