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st: xtserial
From
Fabio Zona <[email protected]>
To
[email protected]
Subject
st: xtserial
Date
Sat, 8 Jan 2011 12:35:29 +0100 (CET)
dear statslit,
is there a minimum sample size (number of observations; and numbero of periods) to run xtserial, in the aim of checking for the presence of autocorrelation?
How are results from xtserial affected by reduced sample size? and by increasing number of variables?
In my case I have between 90 and 100 firms, unbalanced over 3 to 5 years (most 3 years)
Thanks
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