Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Fabio Zona <email@example.com>
Sat, 8 Jan 2011 12:35:29 +0100 (CET)
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)
* For searches and help try: