|
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: SUR and autocorrelation,
From
Andres Susaeta <andres.susaeta@gmail.com>
To
statalist@hsphsun2.harvard.edu
Subject
st: SUR and autocorrelation,
Date
Thu, 23 Sep 2010 09:33:20 -0400
Dear Stata listers,
Anyone know how to correct for autocorrelation in SUR models?. I
performed Durbin Watson test and found that in 3 equations (4
equations total) , the disturbances are positively autocorrelated.
Best
Andres
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/