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st: Autocorrelation and heteroskedasticity in panel models


From   "Enrico Pellizzoni" <[email protected]>
To   [email protected]
Subject   st: Autocorrelation and heteroskedasticity in panel models
Date   Mon, 26 Jan 2004 12:36:16 +0100

Dear Stata listers,
Does anyone know how it is possible to test (and correct) for autocorrelation and heteroskedasticity in panel models
(fixed and random effect)?

Thank you
______________________________

Enrico Pellizzoni
Research & Development
Borsa Italiana Spa - Gruppo Borsa Italiana
Piazza Affari, 6 - 20123 Milano
Tel: +39 02 72426.304
Fax: +39 02 86464323
E-mail: [email protected]
www.borsaitaliana.it

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