----- Original Message -----
From: "D Jimenez Rubio" <[email protected]>
To: <[email protected]>
Sent: Tuesday, June 17, 2003 9:56 AM
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
>
You might want to take a look at -xtregar, lbi-, -pantest2-, and -xttest1-
-pantest2- and -xttest1- can be located with -findit-
Hope this helps,
Scott
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