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Re: st: How to check for autocorrelation in panel model with instruments?


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu, statalist@hsphsun2.harvard.edu
Subject   Re: st: How to check for autocorrelation in panel model with instruments?
Date   Mon, 08 Aug 2005 21:43:08 -0500

At 03:34 AM 8/9/2005 +0100, Joel Virgen Rojano wrote:
How can I check for autocorrelation and heteroskedasticity if I have estimated a panel data with instruments using the command "ivreg"? I've tried "hettest" and "whitetst" for Heteroskedasticity and "xtserial" for autocorrelation but it seems that either these commands do not apply to the case or I'm not using them properly.
I don't know if this can get you in the ballpark or not, but take a look:

http://www.stata.com/support/faqs/stat/panel.html


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Richard Williams, Notre Dame Dept of Sociology
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