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st: Question regarding autocorrelation with a Heckman selection model


From   "Steven D. Roper" <sdr@stevendroper.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Question regarding autocorrelation with a Heckman selection model
Date   Mon, 9 Nov 2009 19:56:48 -0600

Hi. I am using a Heckman selection model for this first time with cross
sectional panel data. After running the test, I want to check for
autocorrealtion but none of the normal tests such as a Durbina are
available. 

Does anybody know what test and command line to to use in Stata after
running a Heckman to check for autocorrelation, and if there is
autocorrelation detected what steps can be taken to deal with the problem? 

Thanks,

Steve-

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