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st: Testing for Autocorrelation after Xtreg?
From
"Wright, Brad" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Testing for Autocorrelation after Xtreg?
Date
Tue, 18 Jan 2011 21:48:57 +0000
I need to do a specification test for autocorrelation following a fixed effects regression using xtreg. Unfortunately, bgodfrey, dwatson, durbinalt, and the like don't seem to work in that context. Any suggestions for how I might go about doing this?
-Brad
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