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| From | Regiane Silva Rodrigues <re_rdgz@hotmail.com> |
| To | <statalist@hsphsun2.harvard.edu> |
| Subject | RE: st: Serial correlation test for IV estimation |
| Date | Mon, 10 Dec 2012 12:25:04 -0200 |
Thank you very much! It was so helpful. ---------------------------------------- > From: vanbekkum@ese.eur.nl > Date: Mon, 10 Dec 2012 14:48:33 +0100 > Subject: Re: st: Serial correlation test for IV estimation > To: statalist@hsphsun2.harvard.edu > > 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 <re_rdgz@hotmail.com> 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/ * * 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/