Hi
I am using xtpcse for estimating my unbalanced panel (T=800 and N=9).
What tests are available to test autocorrelation?
I have used xtserial and it rejects the null of no first order serial correlation so I used xtpcse, corr(ar1) and xtpcse(psar1) as well but how to know whether the autocorrelation in my data is of order 1 or some other order?
Thanks
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