st: Instrumental variables and autocorrelation

["Maria jimenez rubio" <djrubio9@hotmail.com>]

Dear all,
Im running a 2SLS fixed effects model, and it is very likely that the model 
suffers from serial correlation of the errors (in the standard OLS there is 
autocorrelation). Im using as instruments the lagged (order 1)endogenous 
variables, since accordiing to the exogeneity test available in Stata 
(ivreg2...orthog), these instruments are exogenous. But still, if the model 
is autocorrelated, then all the test applied to it might be invalid. My 
question is then, is there any command in Stata to test for autocorrelation?

Thanks a lot for your help,

Dolores Jimenez

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