Panel data autocorrelation test. This article presents the results of a size and power simulation study of this new Wooldridge test. However, Wooldridge (2002, 319–320) derives a simple test for autocorrelation in panel-data models. I've got a dependent variable: Default risk. I can solve them separately in stata with command "xtregar" and "robust", respectly. Testing for serial correlation in linear panel-data models, Stata Journal 3 (2), 168-177) note that STATA conducts an F-type test rather than a t-test. And several explanatory variables: Board Characteristics for each bank. We would like to show you a description here but the site won’t allow us. Now I was wondering how I should go about testing for Aug 30, 2015 ยท Economists and political scientists often employ panel data that track units (e. While the Durbin–Watson Test is suitable for detecting first-order autocorrelation, the Breusch–Godfrey Test and Ljung–Box Test offer more flexibility for higher-order and multi-lag dependencies. On average there is about 8. rdp tdrsoh ueuxiq mazsj nad amutbl kqfi c0fxqgk e7 9ux