Xtserial Stata Install Jun 2026

webuse nlswork, clear xtset idcode year xtserial ln_w age ttl_exp, output

xtserial command implements a test for serial correlation in the idiosyncratic errors of a linear panel-data model. It is widely used because: It is robust to conditional heteroskedasticity. It works effectively for both fixed-effects and random-effects models. It handles unbalanced panels and gaps in time series data. Verification of Installation After the installation is complete, you can verify it by viewing the help file: xtserial stata install

To install the xtserial command in Stata and access the supporting paper, follow these steps. Installation Instructions webuse nlswork, clear xtset idcode year xtserial ln_w