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st: diagnostics in cross-sectional time series


From   Kimberley Tran <ktran2@dal.ca>
To   statalist@hsphsun2.harvard.edu
Subject   st: diagnostics in cross-sectional time series
Date   Wed, 17 Sep 2003 22:39:43 -0300

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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