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Re: st: Testing for serial correlation in small panel samples
From
Scott Merryman <[email protected]>
To
[email protected]
Subject
Re: st: Testing for serial correlation in small panel samples
Date
Tue, 6 Sep 2011 16:32:16 -0500
On Tue, Sep 6, 2011 at 7:22 AM, christina sakali
<[email protected]> wrote:
<snip>
> For example is there a way to compute Bhargava's et al. (1982) DW
> stat. for panel data or Baltagi's (2001, p.94) LM test for first-order
> serial correlation in a fixed effects model?
See -help xtregar- and the -lbi- option.
Scott
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