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RE: st: Autocorrelation and heteroscedasticity following xtreg

From   Nick Cox <>
To   "''" <>
Subject   RE: st: Autocorrelation and heteroscedasticity following xtreg
Date   Wed, 19 Oct 2011 08:38:28 +0100

To spell it out for all interested: Kit recommended 

. findit xtserial 

If you do that you will find references not only to a user-written command -xtserial- but also to an FAQ on autocorrelation and heteroscedasticity for panels. 


lreine ycenna

ops OK I missed the part - xtserial.

On 19 October 2011 04:57, lreine ycenna <> wrote:

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

On 18 October 2011 17:19, lreine ycenna <> wrote:

>> 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
>> What would be the best way to run these two tests following xtreg?

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