Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Serial correlation test for IV estimation


From   Sjoerd van Bekkum <[email protected]>
To   "[email protected]" <[email protected]>
Subject   Re: st: Serial correlation test for IV estimation
Date   Mon, 10 Dec 2012 14:48:33 +0100

Try "ssc install abar". This installs the Arellano-Bond test for
autocorrelation coded by David Roodman. As you will see in the help
file: the test was originally proposed for a particular linear
Generalized Method of Moments dynamic panel data estimator, but is
quite general in its applicability--more general  than dwstat,
durbina, bgodfrey, and xtserial.

---

Sjoerd van Bekkum
Erasmus University, Netherlands

>
>
>
> On 10 December 2012 13:50, Regiane Silva Rodrigues <[email protected]> wrote:
>>
>> Can someone help me!
>> How I can estimate a t-test for test serial correlation in an IV regression.
>> Is it a simple t-test on the lagged dependent variable (the serial correlation coefficient)???
>
>
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index