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st: RE: Autocorrelation and heteroscedasticity following xtreg


From   Nick Cox <n.j.cox@durham.ac.uk>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Autocorrelation and heteroscedasticity following xtreg
Date   Tue, 18 Oct 2011 18:58:42 +0100

As I understand it, the post in question recommends 

. findit xtserial 

Nick 
n.j.cox@durham.ac.uk 

lreine ycenna

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?


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