st: xtreg xtregar

[fabio.zona@unibocconi.it]

Dear Statalist,


I have an unbalanced panel data (between 3 and 5 years). A few questions, just to be sure:


- how do I make a choice between xtreg and xtregar?

- I know the xtserial test. If the xtserial test is significant, am I "obliged" to use xtregar? 

- to what extent is the choice between xtreg and xtregar a "free" one? 

- are there any other options besides xtregar to do regressions with serial autocorrelations?

Also:


-  if in the model I include a lagged dep variable (all other indep variabels are not lagged), do I have to include this lagged_dep_var when I run the xtserial?


-  also: in the choice between fixed and random effect, I run the hausman test. Do I have to perform the hausman test with the full model (i.e., including, for both fixed and random effects, also the lagged dep variable)?



Thanks

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