Valerio
thre's no puzzle here: as you said you corrected se's.
Coefficient estimates, and so residuals, are not affected
by the correction.
Giovanni
valerio ercolani <[email protected]>:
>
> 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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--
Giovanni S.F. Bruno
http://ideas.repec.org/e/pbr136.html
Istituto di Economia Politica, Universit� Bocconi
Via U. Gobbi, 5, 20136 Milano
Italy
tel. + 02 5836 5411
fax. + 02 5836 5438
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