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re:st: Testing for Autocorrelation after Xtreg?


From   Christopher F Baum <baum@bc.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   re:st: Testing for Autocorrelation after Xtreg?
Date   Tue, 18 Jan 2011 16:53:50 -0500

<>
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?


findit xtserial

Kit



Kit Baum   |   Boston College Economics and DIW Berlin   |   http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming   |   http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata   |   http://www.stata-press.com/books/imeus.html


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