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Re: st: diagnostics in cross-sectional time series


From   Richard Goldstein <richgold@ix.netcom.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: diagnostics in cross-sectional time series
Date   Thu, 18 Sep 2003 08:32:15 -0400

using Stata's search facility (under) help
will find -ovtest- among other things
(search for Ramsey)

Rich Goldstein

Kimberley Tran wrote:
> 
> 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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