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re:st: Testing for Autocorrelation after Xtreg?

From   Christopher F Baum <[email protected]>
To   <[email protected]>
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 Baum   |   Boston College Economics and DIW Berlin   |
An Introduction to Stata Programming   |
An Introduction to Modern Econometrics Using Stata   |

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