Nuno,
try
help xtserial.
HTH,
Joao Lima
2008/8/12 Nuno <[email protected]>:
> 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/
>
--
-------------------------------
Joao Ricardo Lima
Professor
UFPB-CCA-DCFS
+553138923914
-------------------------------
*
* 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/
