st: Durbin Watson test with reg3?

From	Bernard Forgues <[email protected]>
To	[email protected]
Subject	st: Durbin Watson test with reg3?
Date	Mon, 26 May 2003 10:23:49 +0200

Dear all,

I have time-series data for two groups and run simultaneous equations.

The data look like this:
Year Group Var1 Var2...
1950 1 ...
1951 1 ...
1952 1 ...
...
2000 1 ...
1950 2 ...
1951 2 ...
1952 2 ...
...
2000 2 ...

The question is: how can I get a Durbin-Watson test when running simultaneous equations with reg3?

BTW, I'm using Stata 6

Thanks a lot!
Bernard
--

Bernard Forgues
mailto:[email protected]
Co-Editor, M@n@gement: http://www.dmsp.dauphine.fr/Management/
Home page: http://www.dmsp.dauphine.fr/~bernard/
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