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Re: st: Autocorrelation and heteroskedasticity in panel models


From   "Clive Nicholas" <[email protected]>
To   [email protected]
Subject   Re: st: Autocorrelation and heteroskedasticity in panel models
Date   Mon, 26 Jan 2004 14:02:30 -0000 (GMT)

Enrico,

If you have at 10 time-points in your panel dataset, have you tried
-xtpcse-, or is it that you cannot suitable tools for the
_post-estimation_ of A&H?

C.

> Dear Stata listers,
> Does anyone know how it is possible to test (and correct) for
> autocorrelation and heteroskedasticity in panel models
> (fixed and random effect)?
>
> Thank you
> ______________________________
>
> Enrico Pellizzoni
> Research & Development
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CLIVE NICHOLAS        |t: 0(44)191 222 5969
Politics Building     |e: [email protected]
School of Geography,  |f: 0(44)870 126 2421
 Politics & Sociology |
University of         |
 Newcastle-upon-Tyne  |
Newcastle-upon-Tyne   |
NE1 7RU		      |
United Kingdom	      |http://www.ncl.ac.uk/geps
*
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*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



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