Hello Everyone,
May I ask for help in diagnostic commands for cross-sectional time series
estimation?
1) Model specification: in other programs (Shazam) I've used the Ramsey Resest
test to test for specification of linear regression estimations. Is there a
corresponding specification command in Stata for cross-sectional time series.
2) How does one test for autocorrelation, and heteorscedasticity with
cross-sectional time series?
Thank you for your inputs.
K
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