Dear all,
in my panel data i tested for heteroscedasticity and autocorrelation using the -xttest3 and -xtserial commands. Both is present. I have now some few questions:
1. -xtivreg2 worked well with the robust option, but how can i correct for autocorrelation?
2. Is there a reset test for panel data (and instrumental variables)?
3. Is there a way to test for autocorrelation and heteroscedasticity when using -xtivreg (panel and IV)
Any comment will be highly appreciated. Thank you very much,
Philomela
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