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st: Re: bgodfrey


From   Christopher Baum <[email protected]>
To   Marie Judith SORO <[email protected]>
Subject   st: Re: bgodfrey
Date   Sat, 2 Oct 2010 11:04:50 -0400

<>

findit abar

On Oct 2, 2010, at 9:51 AM, Marie Judith SORO wrote:

>  
> Thank you
> can you show me an test of order 2 autocorrelation of residus in panel data without use xtabon?
>  
>  
>  
> 
> 
>  
> 2010/10/1 Kit Baum <[email protected]>
> The routine is not a panel test. You can only apply it to one panel at a time.
> 
> Kit
> 
> Sent from my iPad
> 
> On Oct 1, 2010, at 5:37, Marie Judith SORO <[email protected]> wrote:
> 
> >
> > I use  bgodfrey to test autocorrelation in panel data but it not work, I get an error message
> > "sample may not include multiple panels"
> >
> > I need your help to test AR(2) in panel data.
> >
> > Thank you!
> >                           Marie Judith
> >
> 




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


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