Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: diagnostics in cross-sectional time series


From   Richard Goldstein <[email protected]>
To   [email protected]
Subject   Re: st: diagnostics in cross-sectional time series
Date   Thu, 18 Sep 2003 08:32:15 -0400

using Stata's search facility (under) help
will find -ovtest- among other things
(search for Ramsey)

Rich Goldstein

Kimberley Tran wrote:
> 
> Hello Everyone,
> 
>  May I ask for help in diagnostic commands for cross-sectional time series
> estimation?
> 1) Model specification: in other programs (Shazam) I've used the Ramsey Resest
> test to test for specification of linear regression estimations. Is there a
> corresponding specification command in Stata for cross-sectional time series.
> 
> 2) How does one test for autocorrelation, and heteorscedasticity with
> cross-sectional time series?
> 
> Thank you for your inputs.
> 
> K
> 
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index