st: serial autocorrelation in panel with lagged dependent

From	Viktor Slavtchev <[email protected]>
To	[email protected]
Subject	st: serial autocorrelation in panel with lagged dependent
Date	Mon, 17 Dec 2007 09:48:38 +0100

Dear Statalisters,
Do you known how to test for serial autocorrelation (SAC) in the residuals in panel model with lagged dependent variable?
Are there any test for SAC after IV/GMM?
Thanks
Viktor
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