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st: Testing for heteroscedasticity and autocorrelation in panel data sets
From
christina sakali <[email protected]>
To
statalist <[email protected]>
Subject
st: Testing for heteroscedasticity and autocorrelation in panel data sets
Date
Thu, 1 Sep 2011 17:22:14 +0300
Dear statalisters,
I am estimating a panel model with individual fixed effects and I would like
to know whether there is a simple way to test for heteroscedasticity in my
data.
Also I would like to confirm that xtserial is a valid way to test for
autocorrelation in panel data sets. Does a P lower than 0.05 indicate the
presence of autocorrelation?
Kind Regards,
Christina
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