Dear all,
I'm trying to apply the "xtqptest" by Born and Breitung in my Panel Data analysis. As suggested, I first run the fixed effects regression with robust standard errors. However, when I type afterwards "xtqptest, lags(1)", I obtain the error-message "QP not found". Similar, when I type "xtqptest, order(1)", I receive the message "LM not found".
Could anybody tell me what this message is meant to tell me?
Strangely enough, other tests for correlation like "xtistest" work without comlications.
Thanks in advance,
Lennart
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