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st: Autocorrelation in 2SLS


From   "Maria jimenez rubio" <djrubio9@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Autocorrelation in 2SLS
Date   Wed, 06 Aug 2003 17:35:11 +0000

Dear Statalist users,

I am estimating a fixed effectx 2SLS model. Running the fixed effects model alone, I have found autocorrelation . I think ivhettest can be used to test heteroskedasticity, so I would like to know if there is another special comand in Stata to test for autocorrelation in 2SLS models. Any suggestion would be highly appreciated.

Thanks a lot,

Dolores

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