Enrico,
If you have at 10 time-points in your panel dataset, have you tried
-xtpcse-, or is it that you cannot suitable tools for the
_post-estimation_ of A&H?
C.
> 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
>
> ----------------------------------------------------------------------------
> L'utilizzo non autorizzato del presente messaggio � vietato e
> potrebbe costituire reato. Se il presente
> messaggio non e' a Lei indirizzato, Le saremmo grati se, via e-mail,
> ne comunicasse l'errata ricezione. Il
> contenuto del presente messaggio non deve essere considerato come
> trasmesso o autorizzato da Borsa Italiana. Borsa
> Italiana non si assume alcuna responsabilit� per eventuali
> intercettazioni, modifiche o danneggiamenti del presente
> messaggio e-mail.
>
> The unauthorized use of this e-mail is prohibited and could constitute an
> offence. Please notify Borsa Italiana
> immediately by reply e-mail if you are not the intended recepient. The
> contents of this message shall be understood as
> neither given nor endorsed by Borsa Italiana. Borsa Italiana does not
> accept liability for corruption, interception or
> amendment, if any, or the consequences thereof.
> ----------------------------------------------------------------------------
>
>
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
CLIVE NICHOLAS |t: 0(44)191 222 5969
Politics Building |e: [email protected]
School of Geography, |f: 0(44)870 126 2421
Politics & Sociology |
University of |
Newcastle-upon-Tyne |
Newcastle-upon-Tyne |
NE1 7RU |
United Kingdom |http://www.ncl.ac.uk/geps
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
