On Friday 22 November 2002 12:57, you wrote:
> On Friday 22 November 2002 11:30, Peter Haan wrote:
> > Hi Statalist,
> > How can I perform a Durbin Watson test, or another test controlling for
> > serial corr after having done a fixed effect estimation.
> > I tried using dwstat, bgtest and durbinh after xtreg, and after dummy
> > variable estimation, however stata indicates that these comands might
> > not work with panel data.
> > Thanks for your help
> > peter
>
> In the event that there is no built-in routine to do it, see pp. 324-5 of
> _A Guide to Econometrics_ by Marno Verbeek. He also references the
> following article:
>
> Bhargava, A., Franzini, L. and Narendranathan, W. (1983), Serial
> Correlation and the Fixed Effects Model, Review of Economic Studies, 49,
> 533-549.
>
> hth
Change the title of the Verbeek book to _A Guide to Modern Econometrics_.
--
Richard
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
