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st: Panel and IV


From   Philomela@gmx.net
To   statalist@hsphsun2.harvard.edu
Subject   st: Panel and IV
Date   Mon, 28 Sep 2009 11:12:14 +0200

Dear all, 

in my panel data i tested for heteroscedasticity and autocorrelation using the -xttest3 and -xtserial commands. Both is present. I have now some few questions:

1. -xtivreg2 worked well with the robust option, but how can i correct for autocorrelation?

2. Is there a reset test for panel data (and instrumental variables)?

3. Is there a way to test for autocorrelation and heteroscedasticity when using -xtivreg (panel and IV)


Any comment will be highly appreciated. Thank you very much, 

Philomela



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