When working with panel data, testing for serial correlation is common—if not expected—diagnostic. To this end, a new user-created command (v.1.0.3) – xtdpdserial – functions as a postestimation command for many (though not all) standard commands (e.g., regress, xtreg, etc.).
For those interested, installation download sites include: ssc install xtdpdserial as well as: net install xtdpdserial, from(http://www.kripfganz.de/stata/)
On a distinct, though related, point, Prof. Kripfganz's (Exeter Business School--Econ. Dept.) website includes a very helpful array of related Stata user-commands (click here).
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