Xtserial Stata Install [portable] May 2026

capture which xtserial if _rc == 111 display as yellow "Installing xtserial from SSC..." ssc install xtserial, replace

net describe xtserial, from(http://fmwww.bc.edu/RePEc/bocode/x) net install xtserial Alternatively, use the ssc command (wrapper for net ): xtserial stata install

Wooldridge test for serial correlation in panel-data models H0: no first-order serial correlation F( 1, 4134) = 27.839 Prob > F = 0.0000 Reject H0 at any conventional level → strong evidence of positive first-order serial correlation. Standard errors from xtreg, fe would be biased downward; use cluster-robust or Prais-Winsten transformation. 7. Relationship with Other Commands | Command | Test | Panel type | Robustness | |---------|------|------------|-------------| | xtserial | Wooldridge (2002) | Unbalanced | Heteroskedasticity-robust | | xthrtest | Wooldridge (2002) for random effects | Balanced only | Not robust | | estat serial | Ljung-Box (after xtregar ) | Requires balanced | Not robust | capture which xtserial if _rc == 111 display

. ssc install xtserial, replace checking xtserial consistency and verifying not already installed... installing into C:\Users\jdoe\ado\plus\... downloading xtserial.pkg from http://fmwww.bc.edu/repec/bocode/x/ downloading xtserial.ado done. End of paper Relationship with Other Commands | Command | Test