Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: How to check for autocorrelation in panel model with instruments?


From   Joel Virgen Rojano <[email protected]>
To   [email protected]
Subject   st: How to check for autocorrelation in panel model with instruments?
Date   09 Aug 2005 03:34:56 +0100

How can I check for autocorrelation and heteroskedasticity if I have estimated a panel data with instruments using the command "ivreg"? I've tried "hettest" and "whitetst" for Heteroskedasticity and "xtserial" for autocorrelation but it seems that either these commands do not apply to the case or I'm not using them properly.

Thanks in advance for your help.

--
Joel Virgen Rojano
PhD student
The Department of Economics
The University of York
Heslington, York
YO10 5DD
United Kingdom
*
* 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/




© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index