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st: error autocorrelations in SURE models


From   "Naccache Sonia" <sonia.naccache@topnet.tn>
To   statalist@hsphsun2.harvard.edu
Subject   st: error autocorrelations in SURE models
Date   Sun, 15 Aug 2004 18:55:48 +0200

Hi everybody,
I am estimating 35 import demand functions using SUREG. I wonder how I could 
detect autocorrelation in the disturbances and how to deal with it, in case 
it exists. 
Greene (1997)(page 687) explains the different steps in order to correct for 
autocorrelation.  
my questions are:
1. how could I find evidence of error autocorrelattion while estimating with 
SUREG?
2.is there a routine under STATA that processes the steps described by 
Greene ?.
thans a lot.
Sonia.





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