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st: xtserial


From   Fabio Zona <fabio.zona@unibocconi.it>
To   statalist@hsphsun2.harvard.edu
Subject   st: xtserial
Date   Sat, 8 Jan 2011 12:35:29 +0100 (CET)

dear statslit,

is there a minimum sample size (number of observations; and numbero of periods) to run xtserial, in the aim of checking for the presence of autocorrelation?

How are results from xtserial affected by reduced sample size? and by increasing number of variables?

In my case I have between 90 and 100 firms, unbalanced over 3 to 5 years (most 3 years)


Thanks


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