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st: Breusch-Pagan test after a fixed-effects panel estimation


From   nicolas87 <nicolas.francois@hotmail.nl>
To   statalist@hsphsun2.harvard.edu
Subject   st: Breusch-Pagan test after a fixed-effects panel estimation
Date   Wed, 10 Apr 2013 07:42:10 -0700 (PDT)

Dear statalist,

I want to check for heteroscedasticity after performing an fixed effects
estimation on my unbalanced panel.

-xttest2- doesn't work for me because I have 2 time observations over 308
individuals.

Is there a command I can use? 

It's definitly possible to calculate the test statistic if T<N; I've seen it
in other papers* my subject. (yardstick competition between municipalities)

*
•	Revelli, F. (2002a) Local taxes, national politics and spatial
interactions in English district election results, European Journal of
Political Economy, 18, 281-99.
•	Finken, Jan (2009) : ‘Yardstick competition in German municipalities’,
FiFo-CPE discussion papers, No. 09-3,
&lt;http://econstor.eu/bitstream/10419/29691/1/617281254.pdf>.(13/01/13). 
•	Bosch, N., & Sole´-Olle´, A. (2007), Yardstick competition and the
political costs of raising taxes: An
empirical analysis of Spanish municipalities. International Tax and Public
Finance, 14(1), 71–92.





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