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From | "Nuno" <liststata@gmail.com> |
To | <statalist@hsphsun2.harvard.edu> |
Subject | st: Testing for serial correlation in residuals under panel data |
Date | Tue, 12 Aug 2008 23:48:27 +0100 |
Hi everyone, I have a panel data of about 20000 observations (firms and years) and I've estimated a panel data model using xtreg: xtreg y x1 x2 x3 x4, fe vce(robust) What I would like to do now is to test for serial correlation in the residuals of the previous model. Is there a way of doing this under Stata using panel data? All the best, Nuno * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/
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