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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 05:01:01 +0100

ops OK I missed the part - xtserial.

On 19 October 2011 04:57, lreine ycenna <lreine.ycenna@gmail.com> wrote:
> 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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>>
>

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