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st: Testing for heteroscedasticity and autocorrelation in panel data sets


From   christina sakali <christina.sakali@googlemail.com>
To   statalist <statalist@hsphsun2.harvard.edu>
Subject   st: Testing for heteroscedasticity and autocorrelation in panel data sets
Date   Thu, 1 Sep 2011 17:22:14 +0300

Dear statalisters,

I am estimating a panel model with individual fixed effects and I would like
to know whether there is a simple way to test for heteroscedasticity in my
data.

Also I would like to confirm that xtserial is a valid way to test for
autocorrelation in panel data sets. Does a P lower than 0.05 indicate the
presence of autocorrelation?

Kind Regards,

Christina
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