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st: tests of heteroscedasticity and autocorrelation in an fe context
From
"Fitzgerald, James" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: tests of heteroscedasticity and autocorrelation in an fe context
Date
Tue, 26 Jun 2012 06:48:21 +0000
Hi Statalist users,
I am testing a fixed effects model using an unbalanced panel dataset (T = 1 to 20) and wish to determine whether or not the errors are i.i.d.
Is there a command in Stata to achieve this?
My model spec in Stata is as follows:
xtreg ltdbv lnsale tang itang itangdum tax prof mtb capexsa liq ndts yr*, fe
Best wishes
James
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