Friday, March 10, 2006

st: Test for autocorrelation in xtpoisson

Hi all, I am working on a xtpoisson model, but I'm worried about the presence of autocorrelation on it. I read the book of Cameron and Trivedi (1998) in which they remark that Hausman, Hall and Griliches (1984) propose a test for serial autocorrelation. Do you know any code that implement this test? And, on the other hand, do you know another tests? Thanks, Óscar Becerra Researcher Conflict Analysis Resource Center, CERAC

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