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RE: st: diagnostics in cross-sectional time series


From   D Jimenez Rubio <[email protected]>
To   <[email protected]>
Subject   RE: st: diagnostics in cross-sectional time series
Date   Thu, 18 Sep 2003 13:58:42 +0100

Dear Kimberley,

I have used:
For a fixed effects model I have used 

xtregar..........., fe lbi 

To test for autocorrelation (lbi option gives you the modified Durbin
Watson test)

And;

whitetst (after the regression is performed)

To test for heteroskedasticity.
Good luck,

Lola
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Richard
Goldstein
Sent: 18 September 2003 13:32
To: [email protected]
Subject: Re: st: diagnostics in cross-sectional time series


using Stata's search facility (under) help
will find -ovtest- among other things
(search for Ramsey)

Rich Goldstein

Kimberley Tran wrote:
> 
> Hello Everyone,
> 
>  May I ask for help in diagnostic commands for cross-sectional time 
> series estimation?
> 1) Model specification: in other programs (Shazam) I've used the 
> Ramsey Resest test to test for specification of linear regression 
> estimations. Is there a corresponding specification command in Stata 
> for cross-sectional time series.
> 
> 2) How does one test for autocorrelation, and heteorscedasticity with 
> cross-sectional time series?
> 
> Thank you for your inputs.
> 
> K
> 
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