No Problem at all. I have used xtiverg2 with HAC
option to do my estimations. But I was wondering if I
can test for the autocorrelation. Since it seems there
might be no choice , I think I will stick to my
results with HAC-xtivreg2.
Thank you very much;Kit. Anyway, it was really helpful
to know that -ivactes- test for time-series case.
Many thanks again.
Ahmed
--- Kit Baum <[email protected]> wrote:
> Please disregard my prior message re -ivactest-. It
> will not work in
> a panel context. It is unclear what you mean by
> testing for
> autocorrelation in a panel context, as each unit of
> the panel could
> have a separate autocorrelation structure (a la
> -xtgls-). Your best
> approach might be to use -xtivreg2- and apply HAC
> ("Newey-West")
> standard errors to your FE-XTIV estimates.
>
> Kit
>
> 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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> * http://www.ats.ucla.edu/stat/stata/
>
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