Testing for Serial Correlation for Panel Data

[Lucy Smith]

Dear Users,

I am using panel data, and I am trying to test for serial correlation of order 1 and order 2 in stata for my fixed effects model.

I have looked in a lot of places, however I have been unable to find anything, apart from xtserial which is only for order 1.

Any help would be greatly appreciated.

Thank you

[Carlo Lazzaro]

Lucy:
welcome to the list.
The following Kit Baum's slide presentation http://www.stata.com/meeting/new-orl...ola13-baum.pdf may be helpful.