st: re: serial correlation in panel with lagged dependent

[Kit Baum <baum@bc.edu>]

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?

findit abar

Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


*
*   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/