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| From | Scott Merryman <scott.merryman@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| 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 <christina.sakali@googlemail.com> 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 * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/