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st: Autocorrelation and heteroscedasticity following xtreg


From   lreine ycenna <lreine.ycenna@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Autocorrelation and heteroscedasticity following xtreg
Date   Tue, 18 Oct 2011 17:19:26 +0100

Hello,

I am running an FE regression using the xtreg command and would like
to test for autocorrelation and heteroscedasticity. An earlier post by
Dr. Baum seems to suggest that bgodfrey, dwatson, durbinalt would not
work for autocorrelation. See
http://www.stata.com/statalist/archive/2011-01/msg00564.html
What would be the best way to run these two tests following xtreg?

Thanks.
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