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st: abar


From   valerio ercolani <valerio.ercolani@unibocconi.it>
To   statalist@hsphsun2.harvard.edu
Subject   st: abar
Date   Thu, 6 Jul 2006 19:00:30 +0200

i've run an ivreg2 on my model specification adding two options: 
bw + robust=>heteroskedastic and autocorrelation-robust standard errors.

Then i check with "abar" if there is still autocorrelation in the residuals, 
and the test says that there is!!! However, it shouldn'be since i've corrected 
for that...how can you explain this puzzle???

Thank you

Valerio
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