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st: abond after xtivreg2
From
Mukaddes Yanik <[email protected]>
To
[email protected]
Subject
st: abond after xtivreg2
Date
Thu, 19 Apr 2012 07:17:33 -0700 (PDT)
Dear Stata users
I have a FE model with three endogenous variables. I use xtivreg2 to estimate it. I want to test for residual autocorrelation. Can I test for autocorrelation by demeaning the data using Ben Jann's center command and then using abond? Do I need to apply a dof correction?
Thanks
M. Yanik
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