Dolores,
In an up-to-date stata you can use the Arellano-bond dynamic panel estimator
which includes a test for autocorrelation. The command is xtabond.
Rafa
----- Original Message -----
From: "D Jimenez Rubio" <[email protected]>
To: <[email protected]>
Sent: Tuesday, June 17, 2003 3:56 PM
Subject: st: Panel data and autocorrelation
> 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/
>
*
* 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/
