Hi. I am using a Heckman selection model for this first time with cross
sectional panel data. After running the test, I want to check for
autocorrealtion but none of the normal tests such as a Durbina are
available.
Does anybody know what test and command line to to use in Stata after
running a Heckman to check for autocorrelation, and if there is
autocorrelation detected what steps can be taken to deal with the problem?
Thanks,
Steve-
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