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st: Breusch-Godfrey test
From
"Carlos Rodriguez" <[email protected]>
To
[email protected]
Subject
st: Breusch-Godfrey test
Date
Tue, 15 Jul 2008 18:27:34 -0700
Hello,
I have read that the Breusch-Godfrey test for serial correlation
should be used only for large samples. How large should they be to
run it in STATA8 and obtain meaningful results?
Thanks!
Carlos
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