Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: error autocorrelations in SURE models

From   "Naccache Sonia" <[email protected]>
To   [email protected]
Subject   st: error autocorrelations in SURE models
Date   Sun, 15 Aug 2004 18:55:48 +0200

Hi everybody,
I am estimating 35 import demand functions using SUREG. I wonder how I could 
detect autocorrelation in the disturbances and how to deal with it, in case 
it exists. 
Greene (1997)(page 687) explains the different steps in order to correct for 
my questions are:
1. how could I find evidence of error autocorrelattion while estimating with 
SUREG? there a routine under STATA that processes the steps described by 
Greene ?.
thans a lot.

*   For searches and help try:

© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index