You are asked to explain where non-official commands you use come from.
-xtserial- is a program written by David Drukker and published in Stata
Journal 3(2) 2003, as -findit xtserial- will tell you. 
The help for -xtserial- tells you that it requires a varlist. In the
absence of a varlist, -xtserial- should tell you that one is required. I
am not quite clear why you got the error message you got from typing
just 
-xtserial-. Perhaps you in fact typed something else, or there is
something you are not telling us. r(2000) often arises because a command
that expects numeric variables is choking on a string variable. 
Whatever the details, I recommend that you following the syntax
indicated in the help. 
Nick
[email protected] 
Koksal, Bulent
I estimate a fe panel model
.xtreg y x1 x2, fe
and everything works fine. then I want to test for correlation by
.xtserial
but I get
no observations
r(2000);
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