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st: xtserial vs. xttest1 for serial correlation
From
Thomas Jacobs <[email protected]>
To
StataList <[email protected]>
Subject
st: xtserial vs. xttest1 for serial correlation
Date
Sun, 27 Jun 2010 20:33:04 -0500
Can anyone share an opinion on contradictory results from xtserial and
the Baltagi-Li (1995) test for serial correlation implemented in
xttest1? I have a series of results that either show strong
statistical significance finding serial correlation with xttest1 but
no significance from the Wooldridge test in xtserial. Thanks.
Tom
--
Thomas Jacobs
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