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st: Re: diagnostics in cross-sectional time series


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: diagnostics in cross-sectional time series
Date   Wed, 17 Sep 2003 22:13:45 -0500

----- Original Message ----- 
From: "Kimberley Tran" <ktran2@dal.ca>
To: <statalist@hsphsun2.harvard.edu>
Sent: Wednesday, September 17, 2003 8:39 PM
Subject: st: diagnostics in cross-sectional time series


> 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

In addition to Stata written -xttest0- and -hausman- there are a number of user
written commands.

"findit test panel" will bring up a several different tests appropriate for
panel data.

Hope this helps,
Scott


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