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st: re: serial correlation in panel with lagged dependent


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: re: serial correlation in panel with lagged dependent
Date   Mon, 17 Dec 2007 13:24:40 -0500

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?

findit abar

Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


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