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Re: st: abar


From   Giovanni Bruno <giovanni.bruno@uni-bocconi.it>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: abar
Date   Thu, 6 Jul 2006 20:12:17 +0200

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 <valerio.ercolani@unibocconi.it>:

> 
> 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, UniversitÓ Bocconi
Via U. Gobbi, 5, 20136 Milano
Italy
tel. + 02 5836 5411
fax. + 02 5836 5438
*
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