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| From | Muhammad Anees <anees@aneconomist.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: How do I test autocorrelation in panel data with time-series operators? |
| Date | Sat, 15 Oct 2011 10:57:23 +0500 |
If not allowed using the time series operators like D.Var etc, why not generate new variables for differences, and so for your lagged case. It should work then. On Sat, Oct 15, 2011 at 1:22 AM, <feaguile@ing.uchile.cl> wrote: > Hello, > > I just can test it because no test allows variables with lags. > > Thank you. > * > * 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/ > -- Regards Anees * * 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/