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| From | Nick Cox <njcoxstata@gmail.com> |
| To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
| Subject | Re: st: Autocorrelation in Panel Data, xtregar and xtreg |
| Date | Mon, 8 Apr 2013 10:51:35 +0100 |
Sorry, but I don't practise panel data econometrics and have no advice on your major question, beyond suggestions that your time series look rather short and to check for trend as well as autocorrelation. I am always puzzled by the implication that autocorrelation in time series is a surprise and a nuisance, but everything depends on your goal. Besides, there are many people who are experts in that field and they should be able to give good advice. Nick njcoxstata@gmail.com On 8 April 2013 10:44, Massimiliano Sassone <massimilianosassone@gmail.com> wrote: > Dear Nick, > > Thank you for pointing out the linguistic imprecision. > I am aware of the fact that my knowledge is very limited, but I aim at > improving and learning the theories and how to use Stata to apply > them. > I understand that language is an important part of the scientific > fields, therefore, I will remember to use the correct expression next > time, and be consistent in the future. > > Regarding the Wooldridge test, how would you interpret the results? > > Considering my ignorance on the topic, I would really appreciate your advice. > > Thank you very much > > Massimiliano (Max) Sassone > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/statalist-faq/ > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/