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.
Nick
n.j.cox@durham.ac.uk
lreine ycenna
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:
>> 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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