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Re: st: abar after xtivreg2
From
Mukaddes Yanik <[email protected]>
To
[email protected]
Subject
Re: st: abar after xtivreg2
Date
Thu, 19 Apr 2012 11:30:13 -0700 (PDT)
Just to correct my earlier message, what I meant to ask was the following. In a panel data framework, can I:
1) Demean the data using "center"
2) Apply "ivreg2"
3) Use "abar" to measure serial correlation in the errors (with/without dof correction)?
Thanks
--- On Thu, 4/19/12, Mukaddes Yanik <[email protected]> wrote:
> From: Mukaddes Yanik <[email protected]>
> Subject: st: abond after xtivreg2
> To: [email protected]
> Date: Thursday, April 19, 2012, 10:17 AM
> Dear Stata users
>
> I have a FE model with three endogenous variables. I use
> xtivreg2 to estimate it. I want to test for residual
> autocorrelation. Can I test for autocorrelation by demeaning
> the data using Ben Jann's center command and then using
> abond? Do I need to apply a dof correction?
>
> Thanks
>
> M. Yanik
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