Hi everybody,
I am estimating 35 import demand functions using SUREG. I wonder how I could
detect autocorrelation in the disturbances and how to deal with it, in case
it exists.
Greene (1997)(page 687) explains the different steps in order to correct for
autocorrelation.
my questions are:
1. how could I find evidence of error autocorrelattion while estimating with
SUREG?
2.is there a routine under STATA that processes the steps described by
Greene ?.
thans a lot.
Sonia.
*
* 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/
