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st: heteroschedasticity and serial correlation tests in panel data


From   "thouraya triki" <[email protected]>
To   [email protected]
Subject   st: heteroschedasticity and serial correlation tests in panel data
Date   Thu, 20 Nov 2003 16:28:58 -0500

Hi,
I am trying to estimate a Tobit model with a panel dataset. I am using 
a random effect tobit specification to avoid the incidental parameter 
problem (my dependant variable is censored at 0). I know that I should 
test for hesteroschedasticity and serial correlation. Does anyone know 
what would be the appropriate tests and the corresponding commands in 
stata. It migh seem silly as a question but this is my first experience 
with real data and it is really hard for me!


 
Thouraya Triki 
Ph.D candidate, Risk Management Chair and Finance Department,
HEC Montr�al, 3000 chemin cote sainte catherine, 
H3T 2A7, Montr�al, Qu�bec 
Tel (514) 340-5666
Fax (514) 340-5019
E-mail: [email protected]



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