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Re: st: xtivreg, re: Autocorrelation & heteroscedasticity


From   Sergiy Radyakin <[email protected]>
To   "[email protected]" <[email protected]>
Subject   Re: st: xtivreg, re: Autocorrelation & heteroscedasticity
Date   Tue, 12 Nov 2013 16:37:05 -0500

Marc, see here:
http://www.stata.com/support/faqs/statistics/panel-level-heteroskedasticity-and-autocorrelation/
Best, Sergiy

On Tue, Nov 12, 2013 at 4:10 PM, Sportökonomie <[email protected]> wrote:
> Dear Statalist,
>
> I am working with a random effects panel regression including 200+
> observations. My model does also include instrumental variables (xtivreg,
> re).
>
> How can I (a) test, and (b) adjust my model for autocorrelation and
> heteroscedasticity?
>
> Thanks in advance,
>
> Marc
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