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Re: st: Testing for Autocorrelation after Xtreg?


From   Fabio Zona <fabio.zona@unibocconi.it>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Testing for Autocorrelation after Xtreg?
Date   Tue, 18 Jan 2011 22:57:32 +0100 (CET)

just one more information: but test for autocorrelation precedes or follows the hausman test? shouldn't you run a housman test with the xtregar option, in case of autocorrelation?




----- Messaggio originale -----
Da: "Brad Wright" <bradwright@unc.edu>
A: statalist@hsphsun2.harvard.edu
Inviato: Martedì, 18 gennaio 2011 22:48:57 GMT +01:00 Amsterdam/Berlino/Berna/Roma/Stoccolma/Vienna
Oggetto: st: Testing for Autocorrelation after Xtreg?

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?

-Brad
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