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st: testing for independence of residuals in 3SLS
I have estimated a system of equations via 3SLS (cross-section data), and
wanted to test whether the residuals across equations are correlated. I
obtained the matrix of residuals and there is a high degree of
correlation, but is there a command that will perform the test as well?
Thank you very much.
Gayatri B. Koolwal
Department of Economics
408 Uris Hall
Ithaca, NY 14853
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