Xtserial Stata Install Upd May 2026

C:\Program Files\Stata18\ado\plus\x\xtserial.ado *! version 1.1.0 15oct2019 Then test with a built-in dataset:

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 | xtserial stata install

which xtserial Successful output:

net install xtserial, from("https://raw.githubusercontent.com/StataUser/ssc-mirror/main/xtserial") Caution: Verify the mirror’s integrity before use. After installation, run: C:\Program Files\Stata18\ado\plus\x\xtserial

This prevents errors when sharing code with collaborators. xtserial is an essential tool for applied panel data econometrics in Stata. Its installation is straightforward via ssc install xtserial , but users must be aware of proxy settings, permissions, and verification steps. Once installed, the command provides a robust, easy-to-interpret test for first-order serial correlation, improving the credibility of panel regression results. xtserial is an essential tool for applied panel