Xtserial Stata Install Access

The xtserial package is not available on the standard SSC archive. You must download it directly from the repository: Open Stata. Type the following commands sequentially:

Then test with a built-in dataset:

(Note: You may need to find your ado directory path by typing adopath first). xtserial stata install

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. The xtserial package is not available on the

The null hypothesis is . Drukker (2003) shows that under the null, the residuals from a first-differenced regression have zero mean and no serial correlation. The test statistic follows a standard normal distribution asymptotically. fe would be biased downward