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st: Testing for Autocorrelation after Xtreg?

From   "Wright, Brad" <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: Testing for Autocorrelation after Xtreg?
Date   Tue, 18 Jan 2011 21:48:57 +0000

I need to do a specification test for autocorrelation following a fixed effects regression using xtreg. Unfortunately, bgodfrey, dwatson, durbinalt, and the like don't seem to work in that context. Any suggestions for how I might go about doing this?

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