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st: Hausman-Taylor and Autocorrelation
From
May Ster <[email protected]>
To
[email protected]
Subject
st: Hausman-Taylor and Autocorrelation
Date
Mon, 7 Mar 2011 01:13:19 +0000
Dear all,
Under the panel framework,I've used the Hausman-Taylor as an
estimator. However, i can't find the way to check whether there's
autocorrelation in residual after using -xthtaylor-.
If i'm not wrong, if autocorrelation is the case here, the estimates
i've obtained so far are not consistent. And, i have to find a way to
tackle that later.
Please help. Thanks.
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