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Re: st: Autocorrelation and heteroscedasticity following xtreg


From   lreine ycenna <lreine.ycenna@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Autocorrelation and heteroscedasticity following xtreg
Date   Wed, 19 Oct 2011 04:57:53 +0100

I suppose one cannot test for autocorrelation and heteroscedasticity
following xtreg then...

On 18 October 2011 17:19, lreine ycenna <lreine.ycenna@gmail.com> wrote:
> 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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