Hi,
I am trying to estimate a Tobit model with a panel dataset. I am using
a random effect tobit specification to avoid the incidental parameter
problem (my dependant variable is censored at 0). I know that I should
test for hesteroschedasticity and serial correlation. Does anyone know
what would be the appropriate tests and the corresponding commands in
stata. It migh seem silly as a question but this is my first experience
with real data and it is really hard for me!
Thouraya Triki
Ph.D candidate, Risk Management Chair and Finance Department,
HEC Montr�al, 3000 chemin cote sainte catherine,
H3T 2A7, Montr�al, Qu�bec
Tel (514) 340-5666
Fax (514) 340-5019
E-mail: [email protected]
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