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Re: st: re: autocorrelation and heteroskedasticity in panel models


From   "Clive Nicholas" <[email protected]>
To   [email protected]
Subject   Re: st: re: autocorrelation and heteroskedasticity in panel models
Date   Mon, 26 Jan 2004 20:41:49 -0000 (GMT)

Kit,

Thanks for reminding me of this.

C.

> Clive said
>
>>  I myself have yet to find -xt- equivalents to post-estimation test
>> such as -bgtest-, -whitetst- and -hettest- in Stata.
>
> A test for groupwise H in a panel context (which is perhaps the most
> plausible rationale for H in xt) is available: findit xttest3
>
> Kit
>
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>


CLIVE NICHOLAS        |t: 0(44)191 222 5969
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*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



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