st: re: autocorrelation and heteroskedasticity in panel models

[Kit Baum <baum@bc.edu>]

Clive said

>  I myself have yet to find -xt- equivalents to post-estimation test
> such as -bgtest-, -whitetst- and -hettest- in Stata.
A test for groupwise H in a panel context (which is perhaps the most 
plausible rationale for H in xt) is available: findit xttest3

Kit

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