Hello,
I am a phd student at the University of York (UK). I am running a panel
data model with Stata but I cannot find any way to detect
autocorrelation in the model. I am aware that there is a test for it
(Baltagi), but I was not able to access it. Specifically, I am running
fixed effects and random effects model including year dumies. I would
like to check for autocorrelation in my model. Is there anyone who can
help me? Thanks a lot. Sincerely,
Dolores Jimenez Rubio
Department of Economics
and Related Studies
Room A/B327
Alcuin College
University of York
Phone: +44 (0) 1904 434593
*
* 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/