st: Re: xttest2

[Kit Baum <baum@bc.edu>]

Obviously you could compute pairwise correlations for such a 
correlation matrix (that is, the 124x124 symmetric matrix). But how you 
could combine the information in those correlations, which are derived 
from a matrix of rank 18 at best, I do not know.

Kit

Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html

On Mar 5, 2005, at 7:33 AM, Ricardo wrote:


> Any idea concerning how can I test for contemporaneous correlation on a
> panel of 124 x (18 to 33) dimension? 
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